Abstract
In this article a modified definition of the G-spectral estimator is given. It is shown that the resulting estimator is a method of moments autoregressive moving average (ARMA) spectral estimator that does not require an estimate of the moving average parameters. As a result, a new formula for the power spectrum of an ARMA process is given that does not explicitly involve the moving average (MA) parameters. This formula then leads to a closed-form expression for the MA parameters and their corresponding moment estimators.