estimation for analytic stochastic processes

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this is for experts in probability and stats. There is a theorem, I have seen once:

Given a stationary analytic random process, one can show that from the values of a sample path in a finite interval one can estimate the variance of the process without error (i.e. estimation variance is zero).

Can anybody give me a reference where to find this result? I remember vaguely that it is called "theorem of B...", but the name is NOT Belyaev.

Thanks

Karl