On maxima of periodograms of stationary processes
classification
🧮 math.ST
math.PRstat.TH
keywords
processesstationarymaximaperiodogramsapproximationconsiderdependentdeviation
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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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