On the CRLB for combined model and model order estimation of stationary stochastic processes

This letter is concerned with quantifying the Cramér-Rao lower bound for model-based spectral density estimation in the case of joint model and model-order estimation. In particular, the results here extend previous work by providing closed-form frequency domain expressions that, among other things, highlight the effect of order estimation bias on the total accuracy of model-based spectral density estimation.