On maxima of periodograms of stationary processes

Zhengyan Lin; Weidong Liu

doi:10.1214/08-AOS590

Translator Disclaimer

October 2009 On maxima of periodograms of stationary processes

Zhengyan Lin, Weidong Liu

Ann. Statist. 37(5B): 2676-2695 (October 2009). DOI: 10.1214/08-AOS590

Abstract

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.

Citation

Download Citation

Zhengyan Lin. Weidong Liu. "On maxima of periodograms of stationary processes." Ann. Statist. 37 (5B) 2676 - 2695, October 2009. https://doi.org/10.1214/08-AOS590