On maxima of periodograms of stationary processes

Authors
Zhengyan, Lin Weidong, Liu
Citation
Zhengyan, Lin et Weidong, Liu, On maxima of periodograms of stationary processes, Annals of statistics , 37(5B), 2009, pp. 2676-2695
Journal title
Annals of statistics → ACNP
ISSN journal
00905364
Volume
37
Issue
5B
Year of publication
2009
Pages
2676 - 2695
Database
ACNP
SICI code
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.