Geodesic
On methods for obtaining asymptotically efficient spectrum parameter estimates for a Gaussian stationary process with rational spectral density
Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 3, pp. 562-567 Cet article a éte moissonné depuis la source Math-Net.Ru

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Arbitrary consistent estimates of spectrum parameters of a continuous time Gaussion stationary process with a rational spectral density are used to obtain improved asymptotically efficient and asymptotically normal estimates. The method of constructing such estimates consists in replacement of unknown parameters by their consistent estimates in the asymptotic likelihood equations studied in [2]. 
@article{TVP_1971_16_3_a15,
     author = {K. O. D\v{z}aparidze},
     title = {On methods for obtaining asymptotically efficient spectrum parameter estimates for {a~Gaussian} stationary process with rational spectral density},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {562--567},
     year = {1971},
     volume = {16},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_3_a15/}
}
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K. O. Džaparidze. On methods for obtaining asymptotically efficient spectrum parameter estimates for a Gaussian stationary process with rational spectral density. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 3, pp. 562-567. http://geodesic.mathdoc.fr/item/TVP_1971_16_3_a15/