3 citations · 3 across the 1 of their papers we have counts for
2 papers
stat.AP2020★ 3 cited
Estimating COVID-19 cases and reproduction number in Mexico
Michelle Anzarut, Luis Felipe González, Sonia Mendizábal +1
In this report we fit a semi-mechanistic Bayesian hierarchical model to describe the Mexican COVID-19 epidemic. We obtain two epidemiological measures: the number of infections and…
stat.AP2016
A Harris process to model stochastic volatility
Michelle Anzarut, Ramses H. Mena
We present a tractable non-independent increment process which provides a high modeling flexibility. The process lies on an extension of the so-called Harris chains to continuous t…