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Power spectrum estimation with partially known autocorrelation function

It is shown that the use of exact values of the autocorrelation in place of their estimates at one or more lags may lead to two opposite effects on the variance of the corresponding nonparametric power spectrum estimator. The use of the exact values can increase the variance within some frequency bands while reducing it within other bands along the Nyquist interval. The location and the width of these different bands is primarily a function of the lag numbers at which the autocorrelation is known. >