Law of the Iterated Logarithm for U-Statistics of Weakly Dependent Observations

zbMATH Open1219.60030arXiv0911.1200MaRDI QIDQ3081663FDOQ3081663

Herold Dehling, Martin Wendler

Publication date: 9 March 2011

Abstract: The law of the iterated logarithm for partial sums of weakly dependent processes was intensively studied by Walter Philipp in the late 1960s and 1970s. In this paper, we aim to extend these results to nondegenerate U-statistics of data that are strongly mixing or functionals of an absolutely regular process.

Full work available at URL: https://arxiv.org/abs/0911.1200

zbMATH Keywords

\(U\)-statisticlaw of the iterated logarithmstrongly mixingabsolutely regular process

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Cited In (11)

• A weighted U-statistic based change point test for multivariate time series
• Bahadur representation for \(U\)-quantiles of dependent data
• On the law of the iterated logarithm for canonical \(U\)-statistics and processes
• Limit theorems for non-degenerate U-statistics of block maxima for time series
• A tail adaptive approach for change point detection
• Title not available (Why is that?)
• On the law of the iterated logarithm and strong invariance principles in stochastic geometry
• A compact law of the iterated logarithm for UH-statistics
• \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data
• Limit theorems for U-statistics of Bernoulli data
• Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications

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