Geodesic
On the asymptotically efficient regression estimates in the case of degenerate spectrum
Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 2, pp. 324-333

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Asymptotically efficient regression estimates for the time series $$ \xi(t)=\sum\alpha_j\theta_j(t)+\Delta t,\qquad t=1,2,\dots, $$ are considered under the assumption that the stationary residual $\Delta(t)$ has the spectral density of the form $f(\lambda)=|P(e^{i\lambda})|^2g(\lambda)$, where $g(\lambda)>0$, $P(z)$ is a polynomial with zeroes on the unit circumference $|z|=1$. 
@article{TVP_1976_21_2_a7,
     author = {N. P. Rasulov},
     title = {On the asymptotically efficient regression estimates in the case of degenerate spectrum},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {324--333},
     publisher = {mathdoc},
     volume = {21},
     number = {2},
     year = {1976},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_2_a7/}
}
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N. P. Rasulov. On the asymptotically efficient regression estimates in the case of degenerate spectrum. Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 2, pp. 324-333. http://geodesic.mathdoc.fr/item/TVP_1976_21_2_a7/