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3.5: Оцінка параметрів
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$\hat{\sigma}^2 =\hat{\gamma}(0)-\hat{\gamma}^T_p\hat{\Gamma}_p^{-1}\hat{\gamma}_p =\hat{\gamma}(0)\left[1-\hat{\rho}_p^T\hat{R}_p^{-1}\hat{\rho}_p\right ]. \tag{3.5.3}$ У ньому\(\hat{R}_p=\hat{\ga... $\hat{\sigma}^2 =\hat{\gamma}(0)-\hat{\gamma}^T_p\hat{\Gamma}_p^{-1}\hat{\gamma}_p =\hat{\gamma}(0)\left[1-\hat{\rho}_p^T\hat{R}_p^{-1}\hat{\rho}_p\right ]. \tag{3.5.3}$ У ньому $\hat{R}_p=\hat{\gamma}(0)^{-1}\hat{\Gamma}_p$ і $\hat{\rho}_p=\hat{\gamma}(0)^{-1}\hat{\gamma}_p$ з $\hat{\sigma}^2=\frac{S(\hat{\phi},\hat{\theta})}{n},\qquad S(\hat{\phi},\hat{\theta})=\sum_{j=1}^n\frac{(X_j-\hat{X}_j)^2}{R_j}. \nonumber$