Time series analysis of COVID-19 infection curve: a change-point perspective
From MaRDI portal
Publication:2106384
DOI10.1016/j.jeconom.2020.07.039OpenAlexW3045622758WikidataQ98659671 ScholiaQ98659671MaRDI QIDQ2106384
Zifeng Zhao, Feiyu Jiang, Xiao-Feng Shao
Publication date: 14 December 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.04553
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Related Items (4)
Alternating Pruned Dynamic Programming for Multiple Epidemic Change-Point Estimation ⋮ Detecting change structures of nonparametric regressions ⋮ Testing for changes in linear models using weighted residuals ⋮ Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach
Uses Software
Cites Work
- Wild binary segmentation for multiple change-point detection
- Empirical Bayesian analysis of simultaneous changepoints in multiple data sequences
- Structural breaks in time series
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
- Detecting Changes in Slope With an L0 Penalty
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
- Estimating and Testing Linear Models with Multiple Structural Changes
- A Self-Normalized Approach to Confidence Interval Construction in Time Series
- Limit theorems for iterated random functions
- Unsupervised Self-Normalized Change-Point Testing for Time Series
- Inference for Linear Models with Dependent Errors
- Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
- Testing for Change Points in Time Series
- Circular binary segmentation for the analysis of array-based DNA copy number data
- Self-Normalization for Time Series: A Review of Recent Developments
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- Detection of Change in the Spatiotemporal Mean Function
- Nonlinear system theory: Another look at dependence
- Nonmonotonic power for tests of a mean shift in a time series§
This page was built for publication: Time series analysis of COVID-19 infection curve: a change-point perspective