The Maximum of the Periodogram of a Sequence of Functional Data.

Clément Cerovecki, Vaidotas Characiejus*, Siegfried Hörmann

*Korrespondierende/r Autor/-in für diese Arbeit

Publikation: Beitrag in einer FachzeitschriftArtikelBegutachtung


We study the periodogram operator of a sequence of functional data. Using recent advances in Gaussian approximation theory, we derive the asymptotic distribution of the maximum norm over all fundamental frequencies. We consider the case where the noise variables are independent and then generalize our results to functional linear processes. Our theory can be used for detecting periodic signals in functional time series when the length of the period is unknown. We demonstrate the proposed methodology in a simulation study as well as on real data. Supplementary materials for this article are available online.

FachzeitschriftJournal of the American Statistical Association
PublikationsstatusElektronische Veröffentlichung vor Drucklegung. - 2022

ASJC Scopus subject areas

  • Statistik und Wahrscheinlichkeit
  • Statistik, Wahrscheinlichkeit und Ungewissheit

Fields of Expertise

  • Information, Communication & Computing


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