Geodesic
New modifications of second- and third-order periodograms
Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 4, pp. 657-667

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New modifications of the second- and third-order periodograms are described which serve as “half-finished products” in constructing statistical estimators for the spectral and bispectral densities, respectively, of a strictly stationary stochastic process $\{X(k), k\in \mathbb Z\}$. A distinguishing feature of both modified periodograms is essentially the smaller value of their variances in comparison to those for previously know modifications.
Keywords: stationary stochastic process, spectral density, second-order periodogram, bispectral density, third-order periodogram, Jackson's type kernels. 
@article{TVP_1997_42_4_a0,
     author = {V. G. Alekseev},
     title = {New modifications of second- and third-order periodograms},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {657--667},
     publisher = {mathdoc},
     volume = {42},
     number = {4},
     year = {1997},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1997_42_4_a0/}
}
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V. G. Alekseev. New modifications of second- and third-order periodograms. Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 4, pp. 657-667. http://geodesic.mathdoc.fr/item/TVP_1997_42_4_a0/