The functional law of the iterated logarithm for von Mises functionals and multiple Wiener integrals (Q1120894)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The functional law of the iterated logarithm for von Mises functionals and multiple Wiener integrals |
scientific article |
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The functional law of the iterated logarithm for von Mises functionals and multiple Wiener integrals (English)
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1989
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The author proves a functional law of the iterated logarithm for m- variate von-Mises-functionals. As a corollary the corresponding statement for multiple stochastic integrals with respect to Kiefer processes is obtained using the almost sure invariance principle. Applications for U- statistics are given.
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functional law of the iterated logarithm
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multiple stochastic integrals
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invariance principle
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