Geodesic
On the estimation of some functionals of the spectral density function of Gaussian random processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 2, pp. 271-277 Cet article a éte moissonné depuis la source Math-Net.Ru

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The paper deals with the estimation of some nonlinear functionals of the spectral density function of a Gaussian stationary discrete time random process. The spectral density function being smooth enough, the mean square error of the estimates proposed here is shown to be $O(n^{-1})$, as $n\to\infty$, where $n$ is the sample size. 
@article{TVP_1980_25_2_a2,
     author = {V. G. Alekseev},
     title = {On the estimation of some functionals of the spectral density function of {Gaussian} random processes},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {271--277},
     year = {1980},
     volume = {25},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1980_25_2_a2/}
}
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V. G. Alekseev. On the estimation of some functionals of the spectral density function of Gaussian random processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 2, pp. 271-277. http://geodesic.mathdoc.fr/item/TVP_1980_25_2_a2/