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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...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2020
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| Materias: | |
| 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 |