The Annals of Statistics

On maxima of periodograms of stationary processes

Zhengyan Lin and Weidong Liu

Full-text: Open access

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.

Article information

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

Dates
First available in Project Euclid: 17 July 2009

Permanent link to this document
https://projecteuclid.org/euclid.aos/1247836665

Digital Object Identifier
doi:10.1214/08-AOS590

Mathematical Reviews number (MathSciNet)
MR2541443

Zentralblatt MATH identifier
1206.62017

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

Keywords
Stationary process periodogram m-dependent approximation

Citation

Lin, Zhengyan; Liu, Weidong. On maxima of periodograms of stationary processes. Ann. Statist. 37 (2009), no. 5B, 2676--2695. doi:10.1214/08-AOS590. https://projecteuclid.org/euclid.aos/1247836665


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