The least squares estimation for the parameter of the critical case of continuous state branching process with immigration is put under examination when the branching rateεapproaches zero.The velocity of the parameter when its least squares estimation value converges its real value is established when the branching rateε→0 and the discrete observation fre-quency approaches infinitely great simultaneously,namely the central limit theorem and the moderate deviation principle.%考虑了临界情况下带移民的连续状态分枝过程在分枝率ε趋于零时参数的最小二乘估计，建立了当分枝率ε趋于零和观察频率趋于无穷大同时发生时，参数的最小二乘估计值收敛于真实值的收敛速度，即中心极限定理和中偏差原理。
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