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Maybe it's just my english...

In reading some notes on the estimations of parameters for stationary models like AR, MA, and ARMA, the author states that when we apply OLS to a simple AR(1) $\{Y_t\}$ with mean $\mu$, «we sometimes say, except for end effects, $\hat \mu = \bar Y$, where $\bar Y$ is the sample average.

What does the expression «end effects» mean?

Any help would be appreciated.

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