  The first purpose of this article is to obtain a.s. asymptotic properties of
the maximum likelihood estimator in the autoregressive process driven by a
stationary Gaussian noise. The second purpose is to show the local asymptotic
normality property of the likelihoods ratio in order to get a notion of
asymptotic efficiency and to build an asymptotically uniformly invariant most
powerful procedure for testing the significance of the autoregressive
parameter.
