Geodesic
On estimation of parameters of a~Gaussian stochstic process
Teoriâ veroâtnostej i ee primeneniâ, Tome 15 (1970) no. 1, pp. 124-132

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The paper generalizes the results of [2] concerning asymptotic efficiency conditions of the given in [1] statistical estimators of parameters of a Gaussian stationary stochastic process. A theorem is proved which enables, in some cases, to evaluate the moments of the estimators in question. 
@article{TVP_1970_15_1_a11,
     author = {V. G. Alekseev},
     title = {On estimation of parameters of {a~Gaussian} stochstic process},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {124--132},
     publisher = {mathdoc},
     volume = {15},
     number = {1},
     year = {1970},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1970_15_1_a11/}
}
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V. G. Alekseev. On estimation of parameters of a~Gaussian stochstic process. Teoriâ veroâtnostej i ee primeneniâ, Tome 15 (1970) no. 1, pp. 124-132. http://geodesic.mathdoc.fr/item/TVP_1970_15_1_a11/