The functional law of the iterated logarithm for von Mises functionals and multiple Wiener integrals

DOI10.1016/0047-259X(89)90103-6MaRDI QIDQ1120894zbMATH OpenFDO

Authors Herold Dehling

Publication date 1989

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(89)90103-6

zbMATH Keywords

functional law of the iterated logarithminvariance principlemultiple stochastic integrals

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Nonparametric estimation (62G05)

Review text

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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Cites work

• A bounded law of the iterated logarithm for Hilbert space valued martingales and its application to U-statistics
• An invariance principle for the law of the iterated logarithm
• Approximation Theorems of Mathematical Statistics
• scientific article; zbMATH DE number 4005331 (Why is no real title available?)
• scientific article; zbMATH DE number 3651458 (Why is no real title available?)
• Invariance principles for von Mises and U-statistics

Cited in

(7)

• A bounded law of the iterated logarithm for Hilbert space valued martingales and its application to U-statistics
• The almost sure invariance principles of degenerate \(U\)-statistics of degree two for stationary random variables
• On the law of the iterated logarithm for canonical \(U\)-statistics and processes
• On the law of the iterated logarithm and strong invariance principles in stochastic geometry
• The mathematical work of Evarist Giné
• scientific article; zbMATH DE number 4062267 (Why is no real title available?)
• scientific article; zbMATH DE number 3996756 (Why is no real title available?)

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