On estimation of parameters of Gaussian stationary processes

In fitting a certain parametric family of spectral densities f,(x) to a Gaussian stationary process with the true spectral density g(x), we propose two estimators of 0, say 0,, 2, by minimizing two criteria D,(-), D,( ) respectively, which measure the nearness of fo(x) to g(x). Then we investigate some asymptotic behavior of 0,, 2, with respect to efficiency and robustness. GAUSSIAN STATIONARY PROCESS; SPECTRAL DENSITY; PERIODOGRAM; ASYMPTOTIC EFFICIENCY; ROBUSTNESS