Compare parametric and non-parametric spectral estimation methods.

Non-parametric (classical): Periodogram, Welch, Blackman-Tukey - make no assumptions about signal, general but limited resolution, variance trade-offs. Parametric: Assume signal model (AR, ARMA), estimate model parameters, derive spectrum from model. AR (all-pole) models: Yule-Walker, Burg, covariance methods for parameter estimation. Advantages: Superior frequency resolution for short data, smooth spectra, explicit poles for system identification. Disadvantages: Model order selection critical (AIC, MDL criteria), wrong model causes artifacts, computationally more complex. Parametric preferred for: spectral line detection, system identification, and limited data scenarios.