Law of the Iterated Logarithm for U-Statistics of Weakly Dependent Observations
Probability
2010-02-24 v2
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.
Keywords
Cite
@article{arxiv.0911.1200,
title = {Law of the Iterated Logarithm for U-Statistics of Weakly Dependent Observations},
author = {Herold Dehling and Martin Wendler},
journal= {arXiv preprint arXiv:0911.1200},
year = {2010}
}
Comments
typos corrrected