标题： 关于近乎不稳定的一系列平稳空间自回归模型中的最小二乘估计量 显示英文标题

标题： On the least squares estimator in a nearly unstable sequence of stationary spatial AR models

摘要： 研究了一类接近不稳定的平稳空间自回归过程序列，当自回归系数的绝对值之和趋于1时。 结果表明，经过适当的标准化后，这些系数的最小二乘估计量具有正态极限分布。 如果参数均不为零，则典型的收敛速度为n。 显示英文摘要

摘要： A nearly unstable sequence of stationary spatial autoregressive processes is investigated, when the sum of the absolute values of the autoregressive coefficients tends to one. It is shown that after an appropriate norming the least squares estimator for these coefficients has a normal limit distribution. If none of the parameters equals zero than the typical rate of convergence is n.