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Teoriya Veroyatnostei i ee Primeneniya, 1967, Volume 12, Issue 1, Pages 128–134 (Mi tvp692)  
This article is cited in 25 scientific papers (total in 25 papers)

Short Communications

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

I. A. Ibragimov

Leningrad
Full-text PDF (398 kB) Citations (25)
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.
Received: 04.08.1965
English version:
Theory of Probability and its Applications, 1967, Volume 12, Issue 1, Pages 115–119
DOI: https://doi.org/10.1137/1112013
Bibliographic databases:
Document Type: Article
Language: Russian
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://mathscinet.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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  • https://www.mathnet.ru/eng/tvp/v12/i1/p128
    • This publication is cited in the following 25 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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