A central limit theorem is proved for the sample covariances of a linear process. The sufficient conditions for the theorem are described by more natural ones than usual. We apply this theorem to the parameter estimation of a fitted spectral model, which does not necessarily include the true spectral density of the linear process. We also deal with estimation problems for an autoregressive signal plus white noise. A general result is given for efficiency of Newton-Raphson iterations of the likelihood equation.
"A Central Limit Theorem for Stationary Processes and the Parameter Estimation of Linear Processes." Ann. Statist. 10 (1) 132 - 153, March, 1982. https://doi.org/10.1214/aos/1176345696