@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 = {<p style="text-align: justify;">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.</p>},
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}
}