Time Varying Markov Process with Partially Observed Aggregate Data; An Application to Coronavirus

Christian Gourieroux () and Joann Jasiak
Additional contact information
Christian Gourieroux: University of Toronto, Toulouse School of Economics and CREST

No 2020-11, Working Papers from Center for Research in Economics and Statistics

Abstract: A major difficulty in the analysis of propagation of the coronavirus is that many infected individuals show no symptoms of Covid-19. This implies a lack of information on the total counts of infected individuals and of recovered and immunized individuals. In this paper, we consider parametric time varying Markov processes of Coronavirus propagation and show how to estimate the model parameters and approximate the unobserved counts from daily numbers of infected and detectedi ndividuals and total daily death counts. This model-based approach is illustrated in an application to French data.

Keywords: Markov Process; Partial Observability; Information Recovery; Estimating Equations; SIR Model; Coronavirus; Infection Rate. (search for similar items in EconPapers)
Pages: 32 pages
Date: 2020-03-31, Revised 2020-05-08
New Economics Papers: this item is included in nep-ecm and nep-ets
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://crest.science/RePEc/wpstorage/2020-11.pdf CREST working paper version (application/pdf)

Related works:
Journal Article: Time varying Markov process with partially observed aggregate data: An application to coronavirus (2023)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:crs:wpaper:2020-11

Access Statistics for this paper

More papers in Working Papers from Center for Research in Economics and Statistics Contact information at EDIRC.
Bibliographic data for series maintained by Secretariat General () and Murielle Jules Maintainer-Email : murielle.jules@ensae.Fr.