@Article{CMR-32-4, author = {Miao, Guanhong and Wang, Dehui}, title = {Bayesian Estimation for the Order of INAR($q$) Model}, journal = {Communications in Mathematical Research}, year = {2016}, volume = {32}, number = {4}, pages = {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.
}, issn = {2707-8523}, doi = {https://doi.org/10.13447/j.1674-5647.2016.04.04}, url = {https://global-sci.com/article/81687/bayesian-estimation-for-the-order-of-inarq-model} }