ON MAXIMA OF PERIODOGRAMS OF STATIONARY PROCESSES

• 成果类型: Article
• 署名作者: Lin, Zhengyan; Liu, Weidong
• 署名单位: Zhejiang University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/08-AOS590
• 发表日期: 2009
• 页码: 2676-2695
• 关键词: harmonic-analysis; random-variables; time-series

摘要

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,