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That is  \\[  X_ t=\\int^{\\pi}_{- \\pi}e^{it\\lambda} d\\zeta (\\lambda),\\quad t=...,-1,0,1,...,  \\]  where \\(\\zeta(\\lambda)\\), \\(-\\pi\\leq \\lambda \\leq \\pi\\), is a stochastic process with uncorrelated increments such that E \\(d\\zeta(\\lambda)=0\\) and \\(E| d\\zeta (\\lambda)|^ 2=f(\\lambda)d\\lambda.\\)    Let us assume that we are interested in the values of the s.d. \\(f(\\lambda)\\) on a fixed interval \\(\\lambda_ 1\\leq \\lambda \\leq \\lambda_ 2\\), where \\(0\\leq \\lambda_ 1<\\lambda_ 2\\leq \\pi\\) and that these values are uniquely determined by the multivariate parameter \\(\\theta =(\\theta_ 1,\\theta_ 2,...,\\theta_ n)\\in R^ n\\) according to a rule which is known to us. Our problem will be to estimate this parameter from the ``observation'' \\(X_ 1,X_ 2,...,X_ N\\). 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