Time varying Markov process with partially observed aggregate data: an application to coronavirus

DOI10.1016/J.JECONOM.2020.09.007MaRDI QIDQ2106387zbMATH OpenOpenAlexWikidataFDO

Authors Christian Gouriéroux, J. Jasiak

Publication date 14 December 2022

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2005.04500

zbMATH Keywords

coronavirusestimating equationsinfection rateinformation recoveryMarkov processpartial observabilitySIR model

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

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Cited in

(4)

• Detecting time-changes in \(PM_{10}\) during covid pandemic by means of an Ornstein Uhlenbeck type process
• A novel high-order multivariate Markov model for spatiotemporal analysis with application to COVID-19 outbreak
• Mezcla de Gompertz para modelar la evolución de la dinámica del COVID-19
• Susceptible-infected-recovered model with stochastic transmission

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