Spectral estimation statistics for noise corrupted autoregressive series--First-order case

Asymptotic statistics for spectral density estimates of a noise corrupted autoregressive (AR) process were previously evaluated [1]. An expression for the variance of the limiting distribution in terms of the AR process parameters and the noise variance was developed. Herein we calculate the form of the asymptotic variance expression for the first-order process case. The results of a numerical evaluation of asymptotic variance as a function of process parameters and frequency are also presented.