Geodesic
On simplified estimators of unknown parameters with good asymptotic properties
Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 2, pp. 355-366

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A quite usual situation is considered when there exist estimators $\widehat\theta$ of unknown parameters $\theta$ having useful asymptotic properties which are difficult to compute: $\widehat\theta$ are roots of some known equations. A method is proposed that permits constructing simplified estimators asymptotically equivalent to $\widehat\theta$ based on any consistent estimators satisfying mild requirements. The method is a generalization of that proposed by Le Cam [1] in connection with a more special problem and it is used in particular for estimation of spectrum prameters of stationary stochastic processes with discrete and continuous time parameter. 
@article{TVP_1974_19_2_a8,
     author = {K. O. Dzhaparidze},
     title = {On simplified estimators of unknown parameters with good asymptotic properties},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {355--366},
     publisher = {mathdoc},
     volume = {19},
     number = {2},
     year = {1974},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1974_19_2_a8/}
}
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K. O. Dzhaparidze. On simplified estimators of unknown parameters with good asymptotic properties. Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 2, pp. 355-366. http://geodesic.mathdoc.fr/item/TVP_1974_19_2_a8/