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Teoriya Veroyatnostei i ee Primeneniya, 1970, Volume 15, Issue 3, Pages 548–554 (Mi tvp1866)  
This article is cited in 16 scientific papers (total in 16 papers)

Short Communications

On the estimation of spectrum parameters of a Gaussian stationary process with a rational spectral density

K. O. Dzhaparidze

Tbilisi
Full-text PDF (474 kB) Citations (16)
Abstract: Estimates of parameters of the rational spectral density of a Gaussian stationary process with continuous time are presented which are asymptotically equivalent to the maximum likelihood estimates and similar to Whittle's estimates for time series. It is proved that the estimates are consistent, asymptotically normal and asymptotically efficient.
Received: 10.10.1969
English version:
Theory of Probability and its Applications, 1970, Volume 15, Issue 3, Pages 531–538
DOI: https://doi.org/10.1137/1115059
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: K. O. Dzhaparidze, “On the estimation of spectrum parameters of a Gaussian stationary process with a rational spectral density”, Teor. Veroyatnost. i Primenen., 15:3 (1970), 548–554; Theory Probab. Appl., 15:3 (1970), 531–538
Citation in format AMSBIB
\Bibitem{Dzh70}
\by K.~O.~Dzhaparidze
\paper On the estimation of spectrum parameters of a~Gaussian stationary
process with a~rational spectral density
\jour Teor. Veroyatnost. i Primenen.
\yr 1970
\vol 15
\issue 3
\pages 548--554
\mathnet{http://mi.mathnet.ru/tvp1866}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=281308}
\zmath{https://zbmath.org/?q=an:0206.20002}
\transl
\jour Theory Probab. Appl.
\yr 1970
\vol 15
\issue 3
\pages 531--538
\crossref{https://doi.org/10.1137/1115059}
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  • https://www.mathnet.ru/eng/tvp/v15/i3/p548
    • 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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