On maxima of periodograms of stationary processes

Details On maxima of periodograms of stationary processes On maxima of periodograms of stationary processes

2008-01-09

arxiv.org/abs/0801.1357v4

Mathematics

Statistics Theory

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

Scientific paper

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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