Geodesic
On an unbiased estimate with the minimal variance in the class of linear estimates
Teoriâ veroâtnostej i ee primeneniâ, Tome 15 (1970) no. 1, pp. 136-138

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The paper considers a stochastic process $\xi(t)$ on $[a,b]$ with an unknown mean $m$ and a known correlation function $r(s,t)$. An unbiased estimate for $m$ with the minimal variance in the class of linear estimates is to be found. Using (3), the sequence (5) which converges in mean to the desired estimate is constructed. 
@article{TVP_1970_15_1_a13,
     author = {D. Shagdar},
     title = {On an unbiased estimate with the minimal variance in the class of linear estimates},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {136--138},
     publisher = {mathdoc},
     volume = {15},
     number = {1},
     year = {1970},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1970_15_1_a13/}
}
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D. Shagdar. On an unbiased estimate with the minimal variance in the class of linear estimates. Teoriâ veroâtnostej i ee primeneniâ, Tome 15 (1970) no. 1, pp. 136-138. http://geodesic.mathdoc.fr/item/TVP_1970_15_1_a13/