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Estimating bivariate integer-valued moving average models with the generalized method of moments

Title
Estimating bivariate integer-valued moving average models with the generalized method of moments
Type
Summary of Presentation in a National Conference
Year
2014
Authors
Isabel Silva
(Author)
FEUP
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Cristina Torres
(Author)
Other
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Silva, ME
(Author)
FEP
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Conference proceedings National
Pages: 111-114
XXI Jornadas de Classificação e Análise de Dados - JOCLAD 2014
Instituto Nacional de Estatística, Lisboa, 10 a 12 de Abril de 2014
Scientific classification
FOS: Natural sciences > Mathematics
Other information
Abstract (EN): In this paper an estimation method for the parameters of Bivariate INteger-valued Moving Average (BINMA) model, based on Generalized Method of Moments (GMM) is proposed. The performance of the GMM estimator and its small sample properties will be investigated in a simulation study.
Language: English
Type (Professor's evaluation): Scientific
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