On maxima of periodograms of stationary processes
Lin, Zhengyan ; Liu, Weidong
Ann. Statist., Tome 37 (2009) no. 1, p. 2676-2695 / Harvested from Project Euclid
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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.
Publié le : 2009-10-15
Classification:  Stationary process,  periodogram,  m-dependent approximation,  62M15,  60F05 
@article{1247836665,
     author = {Lin, Zhengyan and Liu, Weidong},
     title = {On maxima of periodograms of stationary processes},
     journal = {Ann. Statist.},
     volume = {37},
     number = {1},
     year = {2009},
     pages = { 2676-2695},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1247836665}
}

Lin, Zhengyan; Liu, Weidong. On maxima of periodograms of stationary processes. Ann. Statist., Tome 37 (2009) no. 1, pp.  2676-2695. http://gdmltest.u-ga.fr/item/1247836665/