Estimation of models of autoregressive signal plus white noise

If x(.) is a time series which may be written as x(t)=s(t)+n(t) where t is an integer, s(.) an autoregressive signal of order q and n(.) white noise, then the model has q+2 parameters. These are (i) the q autoregressive parameters (ii) the residual variance of the autoregressive scheme and (iii) the variance of the white noise. A method is proposed to estimate the q+2 parameters. This method is based on analogies with regression theory and in the case of a normal series yields strongly consistent efficient estimators.