CR bound analysis of AR parameters - frequency domain approach

For the AR parameter estimates, the CR bound for the AR parameters

   $$\mbox{\boldmath$\theta$}$$$$= [\hat{\sigma}^2, \hat{a}_1, \ldots \hat{a}_P]^\prime$$

may be obtained from section 10.2.7, equations (10.29) (10.34), setting $Q=0$ and $B_k=1$. The FIM ${\bf I}( \hat{\mbox{\boldmath $\theta$}})$ from Section 10.2.7 simplifies to

$${\bf I}(\sigma^2, a_1 \ldots a_P) = \left[ \begin{array}{cc} ... ...me {\bf0} & \frac{N}{\sigma^2} {\bf R}_P \end{array}\right].$$ (10.45)