Volume 32, Issue 4
Bayesian Estimation for the Order of INAR($q$) Model

Commun. Math. Res., 32 (2016), pp. 325-331.

Published online: 2021-05

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• 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.

• Keywords

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

62F15, 62M10

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@Article{CMR-32-325, author = {Guanhong and Miao and and 18579 and and Guanhong Miao and Dehui and Wang and and 18580 and and Dehui Wang}, title = {Bayesian Estimation for the Order of INAR($q$) Model}, journal = {Communications in Mathematical Research }, year = {2021}, 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 = {http://global-sci.org/intro/article_detail/cmr/18904.html} }
TY - JOUR T1 - Bayesian Estimation for the Order of INAR($q$) Model AU - Miao , Guanhong AU - Wang , Dehui JO - Communications in Mathematical Research VL - 4 SP - 325 EP - 331 PY - 2021 DA - 2021/05 SN - 32 DO - http://doi.org/10.13447/j.1674-5647.2016.04.04 UR - https://global-sci.org/intro/article_detail/cmr/18904.html KW - INAR($q$) model, Bayesian estimation, squared-error loss function, consistency. AB -

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.

Guanhong Miao & Dehui Wang. (2021). Bayesian Estimation for the Order of INAR($q$) Model. Communications in Mathematical Research . 32 (4). 325-331. doi:10.13447/j.1674-5647.2016.04.04
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