Discrete and Continuous Models and Applied Computational ScienceDiscrete and Continuous Models and Applied Computational Science2658-46702658-7149Peoples' Friendship University of Russia named after Patrice Lumumba (RUDN University)8430On Asymptotic Unbiasedness of the Estimator for the Linear Functional of Spectral Density of Stationary Gaussian ProcessShomakhovA YuPlekhanov Russian University of Economics-Plekhanov Russian University of Economics150420114313708092016Copyright © 2011,2011For the real-valued stationary Gaussian centered process X(t), t ? R, R = (- ?; + ? ), having a spectral density f(?), a problem of asymptotic unbiasedness is considered for the estimator (statistics) LT = ? ?(?)IT(?)d?, ? ?(- ?; + ? ), where is IT(?) a periodogram of a process, for the linear functional of the spectral density L(f) = ? ?(?)f(?)d? of the stationary Gaussian centered process based on the sample {X (t),0 ? t ? T }.stationary processperiodogram of a processspectral densityspectral meanasymptotic unbiasednessFeuer singular integralFeuer kernelстационарный процесспериодограмма процессаспектральная плотностьспектральное среднееасимптотическая несмещённостьсингулярный интеграл Фейераядро Фейера