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.