research
∙
11/21/2022
Structural Modelling of Dynamic Networks and Identifying Maximum Likelihood
This paper considers nonlinear dynamic models where the main parameter o...
research
∙
02/18/2022
Long Run Risk in Stationary Structural Vector Autoregressive Models
This paper introduces a local-to-unity/small sigma process for a station...
research
∙
07/14/2021
Generalized Covariance Estimator
We consider a class of semi-parametric dynamic models with strong white ...
research
∙
07/14/2021
Temporally Local Maximum Likelihood with Application to SIS Model
The parametric estimators applied by rolling are commonly used in the an...
research
∙
12/21/2020
Uncertainty on the Reproduction Ratio in the SIR Model
The aim of this paper is to understand the extreme variability on the es...
research
∙
11/16/2020
SIR Model with Stochastic Transmission
The Susceptible-Infected-Recovered (SIR) model is the cornerstone of epi...
research
∙
06/18/2020
Analysis of Virus Propagation: A Transition Model Representation of Stochastic Epidemiological Models
The growing literature on the propagation of COVID-19 relies on various ...
research
∙
05/09/2020