arXiv Open Access 2020

Uncertainty on the Reproduction Ratio in the SIR Model

Sean Elliott Christian Gourieroux

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Abstrak

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 $R_0$.

Topik & Kata Kunci

stat.ME econ.EM stat.AP

Penulis (2)

Sean Elliott

Christian Gourieroux

Format Sitasi

APA MLA BibTeX

Elliott, S., Gourieroux, C. (2020). Uncertainty on the Reproduction Ratio in the SIR Model. https://arxiv.org/abs/2012.11542

Akses Cepat

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Informasi Jurnal

Tahun Terbit: 2020
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓