Estimating the spectral densities of a Gaussian periodically correlated process (Q1114259)

We propose and analyze nonparametric estimators of the spectral densities \(f_ j(\lambda)\), \(j\in Z\), of a Gaussian periodically correlated stochastic process \(\xi\) (t), \(t\in R\), with mean M \(\xi\) (t)\(\equiv 0\). Some suggestions are made regarding the choice of parameters for estimation of the spectral density \(f_ j(\lambda)\).