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Count‐valued time series models for COVID‐19 daily death dynamics

We propose a generalized non‐linear state‐space model for count‐valued time series of COVID‐19 fatalities. To capture the dynamic changes in daily COVID‐19 death counts, we specify a latent state process that involves second‐order differencing and an AR(1)‐ARCH(1) model. These modelling choices are...

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Bibliografiske detaljer
Udgivet i:Stat (Int Stat Inst)
Main Authors: Palmer, William R, Davis, Richard A, Zheng, Tian
Format: Artigo
Sprog:Inglês
Udgivet: John Wiley and Sons Inc. 2021
Fag:
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC7995040/
https://ncbi.nlm.nih.gov/pubmed/33786170
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1002/sta4.369
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