Fig. 4.

Results for the INAR(1) example of Sect. 4.3. Shown are an MCMC approximation to the posterior density, π(θ∣x), the posterior density approximations \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\hat{\pi}^{\mathrm{g}}(\theta\mid x)$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\hat{\pi}^{\mathrm{k}}(\theta\mid x)$\end{document}, the prior, and the true θ. The numbers on the contours denote the probability mass that they contain