On Spectral Density Estimates for Some Models of Stationary Stochastic Processes

The article describes numerical experiments aimed at calculating the spectral densities of two models of stationary stochastic processes on the basis of samples consisting of $n=2^{11}$ readings each. The effect on estimation quality of multiplying out the realization by some data window that smoothes the edges of the realization and of using the higher-order weighting functions proposed by the author in [Probl. Peredachi Inf., 1973, vol. 9, no. 4, pp. 42–48; 1980, vol. 16, no. 1, pp. 42–49; Comput. Appl. Math., no. 44, Vishcha Shkola, Kiev, 1981, pp. 32–40] is investigated.