Geodesic
On the estimation of spectrum parameters of a~Gaussian stationary
Teoriâ veroâtnostej i ee primeneniâ, Tome 15 (1970) no. 3, pp. 548-554

Voir la notice de l'article provenant de la source Math-Net.Ru

Estimates of parameters of the rational spectral density of a Gaussian stationary process with continuous time are presented which are asymptotically equivalent to the maximum likelihood estimates and similar to Whittle's estimates for time series. It is proved that the estimates are consistent, asymptotically normal and asymptotically efficient. 
@article{TVP_1970_15_3_a13,
     author = {K. O. Dzhaparidze},
     title = {On the estimation of spectrum parameters of {a~Gaussian} stationary},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {548--554},
     publisher = {mathdoc},
     volume = {15},
     number = {3},
     year = {1970},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1970_15_3_a13/}
}
TY  - JOUR
AU  - K. O. Dzhaparidze
TI  - On the estimation of spectrum parameters of a~Gaussian stationary
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1970
SP  - 548
EP  - 554
VL  - 15
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1970_15_3_a13/
LA  - ru
ID  - TVP_1970_15_3_a13
ER  - 
%0 Journal Article
%A K. O. Dzhaparidze
%T On the estimation of spectrum parameters of a~Gaussian stationary
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1970
%P 548-554
%V 15
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1970_15_3_a13/
%G ru
%F TVP_1970_15_3_a13
K. O. Dzhaparidze. On the estimation of spectrum parameters of a~Gaussian stationary. Teoriâ veroâtnostej i ee primeneniâ, Tome 15 (1970) no. 3, pp. 548-554. http://geodesic.mathdoc.fr/item/TVP_1970_15_3_a13/