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Teoriya Veroyatnostei i ee Primeneniya, 1971, Volume 16, Issue 3, Pages 562–567 (Mi tvp2315)  
This article is cited in 16 scientific papers (total in 16 papers)

Short Communications

On methods for obtaining asymptotically efficient spectrum parameter estimates for a Gaussian stationary process with rational spectral density

K. O. Džaparidze

Tbilisi
Full-text PDF (422 kB) Citations (16)
Abstract: 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].
Received: 01.12.1969
English version:
Theory of Probability and its Applications, 1971, Volume 16, Issue 3, Pages 550–554
DOI: https://doi.org/10.1137/1116061
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: K. O. Džaparidze, “On methods for obtaining asymptotically efficient spectrum parameter estimates for a Gaussian stationary process with rational spectral density”, Teor. Veroyatnost. i Primenen., 16:3 (1971), 562–567; Theory Probab. Appl., 16:3 (1971), 550–554
Citation in format AMSBIB
\Bibitem{Dzh71}
\by K.~O.~D{\v z}aparidze
\paper On methods for obtaining asymptotically efficient spectrum parameter estimates for a~Gaussian stationary process with rational spectral density
\jour Teor. Veroyatnost. i Primenen.
\yr 1971
\vol 16
\issue 3
\pages 562--567
\mathnet{http://mi.mathnet.ru/tvp2315}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=287655}
\zmath{https://zbmath.org/?q=an:0246.62090}
\transl
\jour Theory Probab. Appl.
\yr 1971
\vol 16
\issue 3
\pages 550--554
\crossref{https://doi.org/10.1137/1116061}
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    • This publication is cited in the following 16 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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