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.