  We consider the problem to estimate the generalized cepstral coefficients of
a stationary stochastic process or stationary multidimensional random field. It
turns out that a naive version of the periodogram-based estimator for the
generalized cepstral coefficients is not consistent. We propose a consistent
estimator for those coefficients. Moreover, we show that the latter can be used
in order to build a consistent estimator for a particular class of cascade
linear stochastic systems.
