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Teor. Veroyatnost. i Primenen., 1967, Volume 12, Issue 1, Pages 128–134 (Mi tvp692)  

Short Communications

On the Maximum Likelihood Estimation of Parameters of the Spectrum of Stationary Time-Series

I. A. Ibragimov

Leningrad

Abstract: In this paper we suggest a scheme for deriving estimates of parameters of the spectrum of stationary time-series and prove that these estimates are consistent under sufficiently wide conditions. The case of processes with continuous time is also considered.

Full text: PDF file (398 kB)

English version:
Theory of Probability and its Applications, 1967, 12:1, 115–119

Bibliographic databases:

Received: 04.08.1965

Citation: I. A. Ibragimov, “On the Maximum Likelihood Estimation of Parameters of the Spectrum of Stationary Time-Series”, Teor. Veroyatnost. i Primenen., 12:1 (1967), 128–134; Theory Probab. Appl., 12:1 (1967), 115–119

Citation in format AMSBIB
\Bibitem{Ibr67}
\by I.~A.~Ibragimov
\paper On the Maximum Likelihood Estimation of Parameters of the Spectrum of Stationary Time-Series
\jour Teor. Veroyatnost. i Primenen.
\yr 1967
\vol 12
\issue 1
\pages 128--134
\mathnet{http://mi.mathnet.ru/tvp692}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=228095}
\zmath{https://zbmath.org/?q=an:0173.20703}
\transl
\jour Theory Probab. Appl.
\yr 1967
\vol 12
\issue 1
\pages 115--119
\crossref{https://doi.org/10.1137/1112013}


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