Estimated reproduction ratios in the SIR model

Temporally Local Maximum Likelihood with Application to SIS Model

The parametric estimators applied by rolling are commonly used for the analysis of time series with nonlinear patterns, including time varying parameters and local trends. This paper examines the properties of rolling estimators in the class of temporally local maximum likelihood (TLML) estimators. We consider the TLML estimators of (a) constant parameters, (b) stochastic, stationary parameters and (c) parameters with the ultra-long run (ULR) dynamics bridging the gap between the constant and stochastic parameters. We show that the weights used in the TLML estimators have a strong impact on the inference. For illustration, we provide a simulation study of the epidemiological susceptible-infected-susceptible (SIS) model, which explores the finite sample performance of TLML estimators of a time varying contagion parameter.

A chain binomial epidemic with asymptomatics motivated by COVID-19 modelling

Motivated by modelling epidemics like COVID-19, this paper proposes a generalized chain binomial process which integrates two types of infectives, those with symptoms and those without. Testing of infectives and vaccination of susceptibles are then incorporated as preventive protective measures. Our interest relates to the distribution of the state of the population at the end of infection and to the reproduction number [Formula: see text] with the associated extinction condition. The method uses the construction of a family of martingales and a branching approximation for large populations, respectively. A more general branching process for epidemics is also constructed and studied. Finally, some results obtained are illustrated by numerical examples.