What are the options for unbiased estimators of AR(1) (or AR(p)) models?
Bias reduction techniques may also be included (jack knife would be one). I found one paper called "Bias correction using the bootstrap methods", but other than that not many hits. We may additionally assume that the error term is normal, then I also wonder whether it would be possible to estimate the error directly analytically.
Note that the answer in the question "Unbiased estimator for AR(p) model" looks wrong. The book details some alternative procedure.