Spectral Density Estimators of a Periodically Correlated Stochastic Process

We correct an error in the definition of the $r$th order weight function [V. G. Alekseev, Probl. Peredachi Inf., 24, No. 2, 31–38 (1988)] used for spectral density estimators of a periodically correlated stochastic process. It is shown that the functions $W_r(x)$, $r=2,4,6,8$, given in the cited paper satisfy the revised definition of the $r$th order weight function. Two new collections of functions $W_r(x)$, $r=2,4,\dots,$ are introduced, which satisfy both the original and the revised definition of the $r$th order weight function.