The functional law of the iterated logarithm for the empirical process of some long-range dependent sequences

DOI10.1016/0167-7152(88)90092-2zbMath0666.60031OpenAlexW1972485272MaRDI QIDQ1116528

Murad S. Taqqu, Herold G. Dehling

Publication date: 1988

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(88)90092-2

zbMATH Keywords

U-statisticsvon Mises statisticsFunctional Law of the Iterated LogarithmStrong Invariance Principletwo-parameter empirical process

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences

Cites Work

• The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals
• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• The Law of the Iterated Logarithm for Empirical Distribution
• Skorohod embedding of multivariate RV's, and the sample DF
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