On a Different way of Understanding the Edge-Effect for the Inference of ARMA-type Processes (in Zd${\mathbb{Z}}^{d}$)
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.
1997 ◽
Vol 21
(1-2)
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pp. S181-S185
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2007 ◽
Vol 13
(4)
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pp. 77-90
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2013 ◽
Vol 133
(6)
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pp. 652-658
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2012 ◽
Vol 4
(3)
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pp. 193-199