We consider a one-dimensional stationary stochastic process
of duration T. We study the probability density function (PDF)
of the time
at which
reaches its global maximum. By using a path integral method, we compute
for a number of equilibrium and nonequilibrium stationary processes, including the Ornstein-Uhlenbeck process, Brownian motion with stochastic resetting and a single confined run-and-tumble particle. For a large class of equilibrium stationary processes that correspond to diffusion in a confining potential, we show that the scaled distribution
, for large T, has a universal form (independent of the details of the potential). This universal distribution is uniform in the “bulk”, i.e., for
and has a nontrivial edge scaling behavior for
(and when
), that we compute exactly. Moreover, we show that for any equilibrium process the PDF
is symmetric around
, i.e.,
. This symmetry provides a simple method to decide whether a given stationary time series
is at equilibrium or not.