Open Access
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


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.


Download Citation

Zhengyan Lin. Weidong Liu. "On maxima of periodograms of stationary processes." Ann. Statist. 37 (5B) 2676 - 2695, October 2009.


Published: October 2009
First available in Project Euclid: 17 July 2009

zbMATH: 1206.62017
MathSciNet: MR2541443
Digital Object Identifier: 10.1214/08-AOS590

Primary: 62M15
Secondary: 60F05

Keywords: m-dependent approximation , periodogram , stationary process

Rights: Copyright © 2009 Institute of Mathematical Statistics

Vol.37 • No. 5B • October 2009
Back to Top