Estimation of some parameters of pseudo-Gaussian random processes

An estimate and a confidence interval are constructed for the Baxter parameter of a pseudo-Gaussian random process with the help of the Levi-Baxter-Gladyshev theorem for weighted variations. An essential advantage of the proposed estimation method is that it estimates a process not from its realizations but from its observations at discrete moments of time. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 3, pp. 76–83, May–June 2006.