近爆炸性自回归序列中参数估计量的渐近性质

Asymptotic Properties for the Parameter Estimator in the Near-Explosive Autoregressive Process

本论文的目的是研究近爆炸性自回归序列中, 当,时参数最小二乘估计量的渐近分布。

In this paper, we focus our attention on the following near-explosive autoregressive process: . When and in the near-explosive case, the asymptotic dis-tributions for the least squares estimator of can be obtained.