Order selection in GARMA models for count time series: a Bayesian perspective
计数时间序列 GARMA 模型的贝叶斯阶数选择
Estimation in GARMA models has traditionally been carried out under the frequentist approach. To date, Bayesian approaches for such estimation have been relatively limited. In the context of GARMA models for count time series, Bayesian estimation achieves satisfactory results in terms of point estimation. Model selection in this context often relies on the use of information criteria. Despite its prominence in the literature, the use of information criteria for model…