Geodesic
On Asymptotic Properties of Some Statistical Estimates for Gaussian Stochastic Processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 1, pp. 3-10

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The paper deals with stochastic process $\eta(t)$ $(0\le t\le T)$ having stationary Gaussian increments, zero mean and spectral density $f_\eta(\lambda)=f_\xi(\lambda)+cf_\zeta(\lambda)$ where $f_\xi(\lambda)$ and $f_\zeta(\lambda)$ are known non-negative functions and $c\ge0$ is an unknown parameter. It is shown, that the unbiased consistent; estimates of $с$ suggested in [1] are also asymptotically normal and asymptotically efficient when some unrestrictive conditions are imposed. 
@article{TVP_1967_12_1_a0,
     author = {V. G. Alekseev},
     title = {On {Asymptotic} {Properties} of {Some} {Statistical} {Estimates} for {Gaussian} {Stochastic} {Processes}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {3--10},
     publisher = {mathdoc},
     volume = {12},
     number = {1},
     year = {1967},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1967_12_1_a0/}
}
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V. G. Alekseev. On Asymptotic Properties of Some Statistical Estimates for Gaussian Stochastic Processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 1, pp. 3-10. http://geodesic.mathdoc.fr/item/TVP_1967_12_1_a0/