Geodesic
On the Asymptotic Behaviour of the Estimate of the Spectral Function for a Stationary Gaussian Process
Teoriâ veroâtnostej i ee primeneniâ, Tome 9 (1964) no. 2, pp. 386-390 
T. L. Malevič. On the Asymptotic Behaviour of the Estimate of the Spectral Function for a Stationary Gaussian Process. Teoriâ veroâtnostej i ee primeneniâ, Tome 9 (1964) no. 2, pp. 386-390. http://geodesic.mathdoc.fr/item/TVP_1964_9_2_a20/
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     author = {T. L. Malevi\v{c}},
     title = {On the {Asymptotic} {Behaviour} of the {Estimate} of the {Spectral} {Function} for {a~Stationary} {Gaussian} {Process}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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     year = {1964},
     volume = {9},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1964_9_2_a20/}
}
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Voir la notice de l'article provenant de la source Math-Net.Ru

Let $\xi _n$, $n=0$, $\pm 1,\pm 2,\dots$, be a real stationary Gaussian sequence with an absolutely continuous spectral function $F(\lambda)$, and let $F_N (\lambda)$ be the sample spectral function.We assume that $F(\lambda)$ has no interval of constancy, and $f(\lambda)=F'(\lambda)\in L_2[0,\pi]$. Then the sequence of measures $P_N$ generated by the process $\zeta_N(\lambda)=\sqrt N[F_n(\lambda)-F(\lambda)]$ converges weakly to the measure which is generated by the Gaussian process $\zeta(\lambda)$ with ${\mathbf M}\zeta(\lambda)=0$ and $$ {\mathbf M}\zeta(\lambda)\zeta(\mu)=2\pi\int_0^{\min(\lambda\mu)}f^2(x)\,dx. $$ A similar result holds for the process $\xi_t$ with continuous time, $0\leqslant t<+\infty$.