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We introduce the concept of epidemic-fitted wavelets which comprise, in particular, as special cases the number $I(t)$ of infectious individuals at time $t$ in classical SIR models and their derivatives. We present a novel method for…

Multivariate scale mixtures of skew-normal (SMSN) variables are flexible models that account for non-normality in multivariate data scenarios by tail weight assessment and a shape vector representing the asymmetry of the model in a…

Methodology · Statistics 2018-06-22 Jorge M. Arevalillo , Hilario Navarro

With the rapid global spread of COVID-19, more and more data related to this virus is becoming available, including genomic sequence data. The total number of genomic sequences that are publicly available on platforms such as GISAID is…

Genomics · Quantitative Biology 2021-11-16 Sarwan Ali , Murray Patterson

We propose a high dimensional Bayesian inference framework for learning heterogeneous dynamics of a COVID-19 model, with a specific application to the dynamics and severity of COVID-19 inside and outside long-term care (LTC) facilities. We…

Methodology · Statistics 2021-08-04 Peng Chen , Keyi Wu , Omar Ghattas

Exploring the spatio-temporal variations of COVID-19 transmission and its potential determinants could provide a deeper understanding of the dynamics of disease spread. This study aims to investigate the spatio-temporal spread of COVID-19…

Applications · Statistics 2023-08-21 Xueqing Yin , John M. Aiken , Richard Harris , Jonathan L. Bamber

COVID-19 pandemic has reshaped our world in a timescale much shorter than what we can understand. Particularities of SARS-CoV-2, such as its persistence in surfaces and the lack of a curative treatment or vaccine against COVID-19, have…

This paper extends the canonical model of epidemiology, the SIRD model, to allow for time-varying parameters for real-time measurement and prediction of the trajectory of the Covid-19 pandemic. Time variation in model parameters is captured…

Econometrics · Economics 2023-02-01 Cem Cakmakli , Yasin Simsek

We introduce a Bayesian sequential data assimilation method for COVID-19 forecasting. It is assumed that suitable transmission, epidemic and observation models are available and previously validated and the transmission and epidemic models…

Structured additive distributional regression models offer a versatile framework for estimating complete conditional distributions by relating all parameters of a parametric distribution to covariates. Although these models efficiently…

Methodology · Statistics 2023-11-14 Jana Kleinemeier , Nadja Klein

The paper studies different regression approaches for modeling COVID-19 spread and its impact on the stock market. The logistic curve model was used with Bayesian regression for predictive analytics of the coronavirus spread. The impact of…

Statistical Finance · Quantitative Finance 2020-04-06 Bohdan M. Pavlyshenko

We formalise and generalise the definition of the family of univariate double two--piece distributions, obtained by using a density--based transformation of unimodal symmetric continuous distributions with a shape parameter. The resulting…

Methodology · Statistics 2015-08-07 F. J. Rubio , M. F. J. Steel

Distributions of strictly positive numbers are common and can be characterized by standard statistical measures such as mean, standard deviation, and skewness. We demonstrate that for these distributions the skewness $D_3$ is bounded from…

Applications · Statistics 2024-02-14 David J Meer , Eric R. Weeks

Mathematical models are widely recognized as an important tool for analyzing and understanding the dynamics of infectious disease outbreaks, predict their future trends, and evaluate public health intervention measures for disease control…

Signal Processing · Electrical Eng. & Systems 2021-06-16 Yukun Tan , Durward Cator , Martial Ndeffo-Mbah , Ulisses Braga-Neto

With the progress of information technology, large amounts of asymmetric, leptokurtic and heavy-tailed data are arising in various fields, such as finance, engineering, genetics and medicine. It is very challenging to model those kinds of…

Methodology · Statistics 2024-01-26 Chengdi Lian , Yaohua Rong , Weihu Cheng

We study the parameter estimation method for linear regression models with possibly skewed stable distributed errors. Our estimation procedure consists of two stages: first, for the regression coefficients, the Cauchy quasi-maximum…

Statistics Theory · Mathematics 2025-06-25 Eitaro Kawamo , Hiroki Masuda

Over the past two decades there has been a number of global outbreaks of viral diseases. This has accelerated the efforts to model and forecast the disease spreading, in order to find ways to confine the spreading regionally and between…

Physics and Society · Physics 2020-07-22 Rafael A. Barrio , Kimmo K. Kaski , Gudmundur G. Haraldsson , Thor Aspelund , Tzipe Govezensky

This paper develops an individual-based stochastic network SIR model for the empirical analysis of the Covid-19 pandemic. It derives moment conditions for the number of infected and active cases for single as well as multigroup epidemic…

Econometrics · Economics 2022-01-05 M. Hashem Pesaran , Cynthia Fan Yang

In the recent COVID-19 pandemic, a wide range of epidemiological modelling approaches have been used to predict the effective reproduction number, R(t), and other COVID-19 related measures such as the daily rate of exponential growth, r(t).…

Applications · Statistics 2021-08-13 T. Maishman , S. Schaap , D. S. Silk , S. J. Nevitt , D. C. Woods , V. E. Bowman

The COVID-19 pandemic has been characterised by multiple waves of transmission driven by interventions and emerging variants, challenging epidemic models that assume gradually evolving transmission dynamics. We propose a class of…

Applications · Statistics 2026-05-05 Patrick Aschermayr , Konstantinos Kalogeropoulos , Nikolaos Demiris

We introduce the univariate two--piece sinh-arcsinh distribution, which contains two shape parameters that separately control skewness and kurtosis. We show that this new model can capture higher levels of asymmetry than the original…

Applications · Statistics 2015-05-21 F. J. Rubio , E. O. Ogundimu , J. L. Hutton
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