Geodesic
On the Maximum Likelihood Estimation of Parameters of the Spectrum of Stationary Time-Series
Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 1, pp. 128-134 Cet article a éte moissonné depuis la source Math-Net.Ru

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In this paper we suggest a scheme for deriving estimates of parameters of the spectrum of stationary time-series and prove that these estimates are consistent under sufficiently wide conditions. The case of processes with continuous time is also considered. 
@article{TVP_1967_12_1_a12,
     author = {I. A. Ibragimov},
     title = {On the {Maximum} {Likelihood} {Estimation} of {Parameters} of the {Spectrum} of {Stationary} {Time-Series}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {128--134},
     year = {1967},
     volume = {12},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1967_12_1_a12/}
}
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I. A. Ibragimov. On the Maximum Likelihood Estimation of Parameters of the Spectrum of Stationary Time-Series. Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 1, pp. 128-134. http://geodesic.mathdoc.fr/item/TVP_1967_12_1_a12/