On a different way of understanding the edge-effect for the inference of ARMA-type processes (in \(\mathbb{Z}^d\))
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Publication:6581764
DOI10.1515/jtse-2020-0012zbMATH Open1542.62113MaRDI QIDQ6581764
Publication date: 1 August 2024
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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- ON STATIONARY PROCESSES IN THE PLANE
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