Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 3, pp. 562-567
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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/
@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/}
}
TY - JOUR
AU - K. O. Džaparidze
TI - On methods for obtaining asymptotically efficient spectrum parameter estimates for a Gaussian stationary process with rational spectral density
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1971
SP - 562
EP - 567
VL - 16
IS - 3
UR - http://geodesic.mathdoc.fr/item/TVP_1971_16_3_a15/
LA - ru
ID - TVP_1971_16_3_a15
ER -
%0 Journal Article
%A K. O. Džaparidze
%T On methods for obtaining asymptotically efficient spectrum parameter estimates for a Gaussian stationary process with rational spectral density
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1971
%P 562-567
%V 16
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1971_16_3_a15/
%G ru
%F TVP_1971_16_3_a15
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].
