Just in the case someone will be interested in a problem of such a kind. Very nice methods are developed by Prof. Kendall E. Atkinson. I read some of his papers and also used his toolbox for MATLAB which solves these problems very precise. One can find the description of a toolbox [here][1].


  [1]: http://www.stat.uiowa.edu/ftp/atkinson/Fie_paper.pdf