On maxima of periodograms of stationary processes

Zhengyan Lin; Weidong Liu

doi:10.1214/08-AOS590

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Home > Journals > Ann. Statist. > Volume 37 > Issue 5B > Article

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

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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.

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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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Published: October 2009

First available in Project Euclid: 17 July 2009

zbMATH: 1206.62017

MathSciNet: MR2541443

Digital Object Identifier: 10.1214/08-AOS590

Subjects:

Primary: 62M15

Secondary: 60F05

Keywords: m-dependent approximation , periodogram , stationary process

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Ann. Statist.

Vol.37 • No. 5B • October 2009

Institute of Mathematical Statistics

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

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