On maxima of periodograms of stationary processes
نویسندگان
چکیده
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.
منابع مشابه
ar X iv : 0 80 1 . 13 57 v 1 [ m at h . ST ] 9 J an 2 00 8 On maxima of periodograms of stationary processes ∗
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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تاریخ انتشار 2009