Bayesian Estimation for the Order of INAR(q) Model
Year: 2016
Author: Guanhong Miao, Dehui Wang
Communications in Mathematical Research , Vol. 32 (2016), Iss. 4 : pp. 325–331
Abstract
In this paper, we consider the problem of determining the order of INAR(q) model on the basis of the Bayesian estimation theory. The Bayesian estimator for the order is given with respect to a squared-error loss function. The consistency of the estimator is discussed. The results of a simulation study for the estimation method are presented.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.13447/j.1674-5647.2016.04.04
Communications in Mathematical Research , Vol. 32 (2016), Iss. 4 : pp. 325–331
Published online: 2016-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 7
Keywords: INAR(q) model Bayesian estimation squared-error loss function consistency.
Author Details
Guanhong Miao Email
Dehui Wang Email