7 citations · 12 across the 16 of their papers we have counts for
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stat.ME2021
Temporally Local Maximum Likelihood with Application to SIS Model
Christian Gourieroux, Joann Jasiak
The parametric estimators applied by rolling are commonly used in the analysis of time series with nonlinear features, such as structural change due to time varying parameters and…
stat.ME2020★ 1 cited
Time Varying Markov Process with Partially Observed Aggregate Data; An Application to Coronavirus
Christian Gourieroux, Joann Jasiak
A major difficulty in the analysis of propagation of the coronavirus is that many infected individuals show no symptoms of Covid-19. This implies a lack of information on the total…