Existence of a time-series spectral density

A weakly stationary process has a time-series spectral density precisely when its spectral measure of a stationary time series is absolutely continuous with respect to Lebesgue measure. Absolute summability of its autocovariances is sufficient and yields a continuous Fourier-series density. It is not necessary for existence; for a general integrable density, Fejér sums give an $L^1$ recovery formula.