| Autor: |
Elliott, Sean, Gourieroux, Christian |
| Rok vydání: |
2020 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
The aim of this paper is to understand the extreme variability on the estimated reproduction ratio $R_0$ observed in practice. For expository purpose we consider a discrete time stochastic version of the Susceptible-Infected-Recovered (SIR) model, and introduce different approximate maximum likelihood (AML) estimators of $R_0$. We carefully discuss the properties of these estimators and illustrate by a Monte-Carlo study the width of confidence intervals on $R_0$. |
| Databáze: |
arXiv |
| Externí odkaz: |
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