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To estimate the parameters the least squares method is used. There are essentially two hypotheses, controllability and the regularity which is needed when the model is explosive. If the model is regular, the speed of convergence of the estimation errors is always \\(O((\\log(n))^{1+\\gamma}/n)\\) (\\(\\gamma=0\\) when the noise has a moment \\(\\geq 2\\)) (theorem 1). Furthermore, when the model is explosive the speed is exponential \\((O(\\sqrt{n} \\beta^ n), \\beta<1)\\) (theorem 5). The predictor of this model and the empirical estimator of the noise covariance are also studied (consistent estimators are given in proposition \\(A\\)).   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