Bayesian Estimation for the Order of INAR($q$) Model

Authors

  • Guanhong Miao
  • Dehui Wang

DOI:

https://doi.org/10.13447/j.1674-5647.2016.04.04

Keywords:

INAR($q$) model, Bayesian estimation, squared-error loss function, consistency.

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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Published

2021-05-14

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Issue

Vol. 32 No. 4 (2016)

Section

Articles

How to Cite

Bayesian Estimation for the Order of INAR($q$) Model. (2021). Communications in Mathematical Research, 32(4), 325-331. https://doi.org/10.13447/j.1674-5647.2016.04.04