On maxima of periodograms of stationary processes
Statistics Theory
2009-08-11 v4 Probability
Statistics Theory
Abstract
We consider the limit distribution of maxima of periodograms for stationary processes. Our method is based on -dependent approximation for stationary processes and a moderate deviation result.
Keywords
Cite
@article{arxiv.0801.1357,
title = {On maxima of periodograms of stationary processes},
author = {Zhengyan Lin and Weidong Liu},
journal= {arXiv preprint arXiv:0801.1357},
year = {2009}
}
Comments
The constant A_n in Lemma 4.2 on page 23 (Supplementary Material) is corrected. Other context remains the same