Geodesic
Estimators of joint spectra of multidimensional Gaussian sequences
Izvestiya. Mathematics , Tome 27 (1986) no. 3, pp. 503-519

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The authors study the spectral characteristics of multidimensional stationary sequences, namely, estimators of the cospectrum, the quadrature spectrum, the amplitude and phase spectra, and also the square of the modulus of the coherence spectrum. For these they carry out investigations of both classical periodogram estimators, as well as time shift estimators. Bibliography: 13 titles. 
@article{IM2_1986_27_3_a3,
     author = {I. G. Zhurbenko and I. A. Kozhevnikova},
     title = {Estimators of joint spectra of multidimensional {Gaussian} sequences},
     journal = {Izvestiya. Mathematics },
     pages = {503--519},
     publisher = {mathdoc},
     volume = {27},
     number = {3},
     year = {1986},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/IM2_1986_27_3_a3/}
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I. G. Zhurbenko; I. A. Kozhevnikova. Estimators of joint spectra of multidimensional Gaussian sequences. Izvestiya. Mathematics , Tome 27 (1986) no. 3, pp. 503-519. http://geodesic.mathdoc.fr/item/IM2_1986_27_3_a3/