  This work focuses on target detection in a colocated MIMO radar system.
Instead of exploiting the classical temporal domain, we propose to explore the
spatial dimension (i.e., number of antennas $M$) to derive asymptotic results
for the detector. Specifically, we assume no a priori knowledge of the
statistics of the autoregressive data generating process and propose to use a
mispecified Wald-type detector, which is shown to have an asymptotic
$\chi$-squared distribution as $M\to\infty$. Closed-form expressions for the
probabilities of false alarm and detection are derived. Numerical results are
used to validate the asymptotic analysis in the finite system regime. It turns
out that, for the considered scenario, the asymptotic performance is closely
matched already for $M\ge 50$.
