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 - <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>