Let x(t), t = 1,..., T, be generated by a zero mean stationary process and let I([omega]) = [Sigma]x(t)expit[omega]2/T be the periodogram. Under general conditions, and in particular assuming only a finite 2nd moment, it is shown that max[omega]I([omega])/{2[pi]f([omega])logT} <= 1, a.s., and under stricter conditions it is shown that equality holds.
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Volume (Year): 13 (1983) Issue (Month): 3 (September) Pages: 383-400 Download reference. The following formats are available: HTML
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