  We study the problem of nonparametric estimation of the fractional derivative
of unknown spectral function of Gaussian stationary sequence (time series) and
show that these problems is well posed with the classical speed of convergence
when the order of derivative is less than 0.5. We prove also the asymptotical
unbiaseness and normality of offered estimates with optimal speed of
convergence. For the construction of the confidence region in some functional
norm we establish the Central Limit Theorem in correspondent space of
continuous functions for offered estimates.
