Time series analysis of COVID-19 infection curve: a change-point perspective

DOI10.1016/j.jeconom.2020.07.039OpenAlexW3045622758WikidataQ98659671 ScholiaQ98659671MaRDI QIDQ2106384

Zifeng Zhao, Feiyu Jiang, Xiao-Feng Shao

Publication date: 14 December 2022

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

Full work available at URL: https://arxiv.org/abs/2007.04553

Mathematics Subject Classification ID

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

Related Items (4)

Alternating Pruned Dynamic Programming for Multiple Epidemic Change-Point Estimation ⋮ Detecting change structures of nonparametric regressions ⋮ Testing for changes in linear models using weighted residuals ⋮ Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach

Uses Software

• wbs

Cites Work

• Wild binary segmentation for multiple change-point detection
• Empirical Bayesian analysis of simultaneous changepoints in multiple data sequences
• Structural breaks in time series
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
• Detecting Changes in Slope With an L₀ Penalty
• LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
• Estimating and Testing Linear Models with Multiple Structural Changes
• A Self-Normalized Approach to Confidence Interval Construction in Time Series
• Limit theorems for iterated random functions
• Unsupervised Self-Normalized Change-Point Testing for Time Series
• Inference for Linear Models with Dependent Errors
• Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
• Testing for Change Points in Time Series
• Circular binary segmentation for the analysis of array-based DNA copy number data
• Self-Normalization for Time Series: A Review of Recent Developments
• Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
• Detection of Change in the Spatiotemporal Mean Function
• Nonlinear system theory: Another look at dependence
• Nonmonotonic power for tests of a mean shift in a time series§

This page was built for publication: Time series analysis of COVID-19 infection curve: a change-point perspective