We suggest a sieve for the estimation of the spectral density of a Gaussian stationary stochastic process. In contrast to the standard periodogram-based estimates this one aims at exploiting the full Gaussian nature of the process.
"A Sieve Method for the Spectral Density." Ann. Statist. 13 (3) 998 - 1010, September, 1985. https://doi.org/10.1214/aos/1176349652