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Genetic parameters for test-day milk production at different stages of lactation of Finnish Ayrshire heifers were estimated with the REML method using the AI algorithm and animal model. The data consisted of 38 679 first lactation test-day milk yields of 4205 cows from 231 herds in three geographical regions (North Savo, Central Ostrobothnia and Lapland). To identify different test days, records were numbered according to the days in milk after calving, and were further categorized into three part-lactations according to the test-day classification. Expressions in the three part-lactations were considered as separate traits, and tests were treated as repeated observations within the trait. Heritability estimates for test-day milk yield varied between 0.11 and 0.17, being lowest at the beginning of lactation. Genetic correlations between test-day milk yields at different trimesters ranged from 0.64 to 0.91, being highest between consecutive trimesters. Standard errors of the estimates of genetic parameters varied between 0.02 and 0.08. Genetic interrelationships differed from 1.0, supporting the assumption that genetic variation exists in the shape of the lactation curve. The necessity of considering deviations from the general lactation curve in the test-day model, e.g. fitting random regression coefficients, is discussed.