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A detailed application to explosive Gaussian autoregressive processes is given.    Let \\(\\{X_ n\\), \\(n\\geq 1\\}\\) be an AR(k) process: \\((1-\\theta B)\\prod^{k- 1}_{j=1}(1-\\theta_ jB)X_ n)=Z_ n,\\) \\(n\\geq 1\\), where \\(\\{Z_ n\\), \\(n\\geq 1\\}\\) are i.i.d. N(0,1) variates, \\(X_ n=0\\), \\(n\\leq 0\\), B is the backward shift operator, and \\(|\\theta | >\\max (1,|\\theta_ 1|...|\\theta_{k-1}|)\\). Conditionally on \\(Y=\\lim \\theta^{- n}\\sqrt{\\theta^ 2-1}X_ n,\\) the sequence \\(W_ n=X_ n-E(X_ n| Y)\\), \\(n\\geq 1\\), is distributed as the AR(k): \\((\\theta -B)\\prod^{k- 1}_{j=1}(1-\\theta_ jB)W_ n=Z_ n,\\) \\(n\\geq 1 (W_ n=0\\), \\(n\\leq 0)\\). This is an interesting result of AR processes in itself. Then conditionally on Y some optimality results for estimators and tests based on unconditional likelihood 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