This is a preview. Log in through your library . Abstract We consider the least-squares estimator of the autoregressive parameter in a nearly integrated seasonal model. Building on the study by Chan ...

The Annals of Mathematical Statistics, Vol. 43, No. 5 (Oct., 1972), pp. 1719-1726 (8 pages) Let {Xn, n ≥ 1} be a sequence of random variables such that for suitably ...