The Annals of Statistics

On maxima of periodograms of stationary processes

Zhengyan Lin and Weidong Liu

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We consider the limit distribution of maxima of periodograms for stationary processes. Our method is based on m-dependent approximation for stationary processes and a moderate deviation result.

Article information

Ann. Statist., Volume 37, Number 5B (2009), 2676-2695.

First available in Project Euclid: 17 July 2009

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Zentralblatt MATH identifier

Primary: 62M15: Spectral analysis
Secondary: 60F05: Central limit and other weak theorems

Stationary process periodogram m-dependent approximation


Lin, Zhengyan; Liu, Weidong. On maxima of periodograms of stationary processes. Ann. Statist. 37 (2009), no. 5B, 2676--2695. doi:10.1214/08-AOS590.

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