Besklinskaya, E. P.; Maĭboroda, R. E. On the rate of convergence of certain estimators of the parameters of stationary Gaussian random processes. (English. Russian original) Zbl 0748.62015 Theory Probab. Math. Stat. 43, 13-19 (1991); translation from Teor. Veroyatn. Mat. Stat., Kiev 43, 13-19 (1990). Summary: Pointwise estimators and confidence intervals are constructed for certain parameters of Baxter-type processes [G. Baxter, Proc. Am. Math. Soc. 7, 522–527 (1956; Zbl 0070.36304)], in particular for an Ornstein-Uhlenbeck process. The asymptotic behavior of the confidence intervals is investigated. MSC: 62F12 Asymptotic properties of parametric estimators 62M09 Non-Markovian processes: estimation 60G15 Gaussian processes 62F25 Parametric tolerance and confidence regions 60G10 Stationary stochastic processes Keywords:rate of convergence; stationary Gaussian random processes; pointwise estimators; confidence intervals; Baxter-type processes; Ornstein-Uhlenbeck process Citations:Zbl 0070.36304 PDFBibTeX XMLCite \textit{E. P. Besklinskaya} and \textit{R. E. Maĭboroda}, Theory Probab. Math. Stat. 43, 13--19 (1990; Zbl 0748.62015); translation from Teor. Veroyatn. Mat. Stat., Kiev 43, 13--19 (1990)