In this paper a new robust non-recursive algorithm for parameter estimation of AR model of speech signal is proposed. The proposed algorithm takes into account the quasi-periodic excitation for voiced speech and assumes the t-distribution with small degrees of freedom a of the excitation signal. The method is based on the covariance linear prediction with sliding window. Experiments on both synthesized and natural speeches have shown that the proposed robust algorithm gives estimates with smaller variance and bias, compared to the conventional non-robust algorithm. The choice of a=3 induces to the most efficient estimation.