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(<i>p</i>) 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 s...
Main Authors: | Helton Graziadei, Antonio Lijoi, Hedibert F. Lopes, Paulo C. Marques F., Igor Prünster |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-01-01
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Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/22/1/69 |
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