Prior Sensitivity Analysis in a Semi-Parametric Integer-Valued Time Series Model

We examine issues of prior sensitivity in a semi-parametric hierarchical extension of the INAR(p) model with innovation rates clustered according to a Pitman–Yor process placed at the top of the model hierarchy. Our main finding is a graphical criterion that guides the specification of the hyperpara...

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Detalles Bibliográficos
Autores principales: Graziadei, Helton, Lijoi, Antonio, Lopes, Hedibert F., Marques F., Paulo C., Prünster, Igor
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516501/
https://www.ncbi.nlm.nih.gov/pubmed/33285844
http://dx.doi.org/10.3390/e22010069

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516501/
https://www.ncbi.nlm.nih.gov/pubmed/33285844
http://dx.doi.org/10.3390/e22010069

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