scientific article; zbMATH DE number 3996756

MaRDI QIDQ4722932zbMATH OpenFDO

Authors Hiroshi Oodaira, Toshio Mori

Publication date 1987

zbMATH Keywords

functional law of the iterated logarithmmultiple Wiener integralsself-similar processesstationary increments

Mathematics Subject Classification ID

Strong limit theorems (60F15) Gaussian processes (60G15) Stochastic processes (60G99)

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(11)

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• Laws of the iterated logarithm for iterated Wiener processes
• Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
• A survey of functional laws of the iterated logarithm for self-similar processes
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• Change-of-variance problem for linear processes with long memory
• The functional law of iterated logarithm for Itô stochastic integrals

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