학술논문
On a Different way of Understanding the Edge-Effect for the Inference of ARMA-type Processes (in Z d ${\mathbb{Z}}^{d}$ )
Document Type
research-article
Author
Source
Journal of Time Series Econometrics. 14(1):25-50
Subject
Language
English
ISSN
1941-1928
Abstract
The edge-effect concerning the standard estimators’ bias for the parameters of multi-indexed ARMA-type series is a common hurdle; it is investigated whether an alternative ARMA parameterization might release any unwelcome complication. The theoretical blocks, of when the factorized model is free of the edge-effect, are provided and simulation results are used to reinforce the same views. Estimation or other perspectives are discussed in a conclusion.