On maxima of periodograms of stationary processes

2008/01/09 by Zhengyan Lin, Weidong Liu, Lin, Zhengyan +1
Economics, Econometrics and Finance · Mathematics · #60F05 #62M15 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST) #Stochastic processes and financial applications #math.PR #math.ST #msc:60F05 #msc:62M15 #stat.TH

paper · pdf · doi:10.48550/arxiv.0801.1357

The constant A_n in Lemma 4.2 on page 23 (Supplementary Material) is corrected. Other context remains the same

openalex publication_date 2008/01/09 · arxiv created 2009/08/11 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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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