RMLE estimates AR Parameters using the Recursive Maximum Likelihood
Estimator according to [1]

Use: [a,VAR]=rmle(x,p)
Input:
x is a column vector of data
p is the model order
Output:
a is a vector with the AR parameters of the recursive MLE
VAR is the excitation white noise variance estimate

Reference(s):
[1] Kay S.M., Modern Spectral Analysis - Theory and Applications.
Prentice Hall, p. 232-233, 1988.