Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series

DOI10.1214/09-AOS774zbMath1202.62127arXiv0908.1145OpenAlexW2963892091MaRDI QIDQ973889

Qui-Man Shao, Wei-Dong Liu

Publication date: 26 May 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.1145

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Inference from stochastic processes and spectral analysis (62M15) Biochemistry, molecular biology (92C40) Large deviations (60F10)

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