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The functional law of the iterated logarithm for the empirical
process of some long-range dependent sequences
Herold Dehling
Murad S. Taqqu
Abstract:
Let
be a stationary, mean-zero
Gaussian process with covariances
satisfying
and
. Consider the two-parameter empirical process
for
,
where G is any measurable function. The Functional Law of the Iterated
Logarithm as well as a Strong Invariance Principle are obtained for
.
Applications to U-statistics and von Mises statistics are given.