Geodesic
On the efficiency of spectral density estimates for a stationary process. II
Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 2, pp. 388-397 Cet article a éte moissonné depuis la source Math-Net.Ru

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The paper is the continuation of [1]. We present an asymptotical analysis and comparison of different statistics for spectral densities of stationary processes with finite sample length. The comparison of the mean square errors in done with respect to the local properties of a spectral density as well as to the strong jitters and noise in the neighbouring frequences. The paper provides also a new type of statistics which is nearly insensible to all sorts of interference. 
@article{TVP_1983_28_2_a14,
     author = {I. G. \v{Z}urbenko},
     title = {On the efficiency of spectral density estimates for a~stationary {process.~II}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {388--397},
     year = {1983},
     volume = {28},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1983_28_2_a14/}
}
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I. G. Žurbenko. On the efficiency of spectral density estimates for a stationary process. II. Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 2, pp. 388-397. http://geodesic.mathdoc.fr/item/TVP_1983_28_2_a14/