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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1970 Volume 15, Issue 1, Pages 124–132 (Mi tvp1607)

Short Communications

On estimation of parameters of a Gaussian stochstic process

V. G. Alekseev

Moscow

Abstract: The paper generalizes the results of [2] concerning asymptotic efficiency conditions of the given in [1] statistical estimators of parameters of a Gaussian stationary stochastic process. A theorem is proved which enables, in some cases, to evaluate the moments of the estimators in question.

Received: 10.10.1968


 English version:
Theory of Probability and its Applications, 1970, 15:1, 122–128

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