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
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
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