The comparative analysis of some periodogram's estimates of spectral density

Given paper is devoted to ordering of existing estimations of spectral density and comparison of their opportunities at practical use. Asymptotic behavior of displacement and variance of considered estimations depending on used data taper of the given and spectral windows is investigated. Considering the sum of a square of displacement, as a measure of quality of estimations, asymptotic behavior of risk of an estimation of spectral density is investigated. All results are received at restrictions on data taper, spectral windows, semiinvariant spectral density quite satisfactory from the practical point of view.