@Article{CMR-32-325, author = {Miao , Guanhong and Wang , Dehui}, 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} }