Volatility estimation for COVID-19 daily rates using Kalman filtering technique

Volatility estimation for COVID-19 daily rates using Kalman filtering technique

This paper discusses the use of stochastic modeling in the prognosis of Corona Virus-Infected Disease 2019 (COVID-19) cases. COVID-19 is a new disease that is highly infectious and dangerous. It has deeply shaken the world, claiming the lives of over a million people and bringing the world to a lock...

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Bibliographic Details
Main Authors: Md Al Masum Bhuiyan, Suhail Mahmud, Md Romyull Islam, Nishat Tasnim
Format: Article
Language:English
Published: Elsevier 2021-07-01
Series:Results in Physics
Subjects:
Kalman filtering
COVID-19 time series
Maximum likelihood estimation
Volatility model
Whittle likelihood
Online Access:http://www.sciencedirect.com/science/article/pii/S2211379721004241

Internet

http://www.sciencedirect.com/science/article/pii/S2211379721004241

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