We have already used auto-correlation function (ACF)
and auto-regressive (AR) models in Sections 5.2.2, 5.2.5, 5.2.8, and 5.3.3.
In this chapter, we go into more detail and
describe a broader set of methods for feature extraction and
parameter estimation for stationary time-series models
with rational spectra, a class to which AR processes belong.
We also compare the methods in section 9.4.10.
Timeseries Analysis using AR, MA, and ARMA models