Advanced search
Publication Cover
Journal of Applied Statistics Volume 50, 2023 - Issue 7
Submit an article Journal homepage
164
Views
1
CrossRef citations to date
0
Altmetric
Articles

Sensitivity analysis of error-contaminated time series data under autoregressive models with the application of COVID-19 data

Qihuang Zhanga Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, CanadaORCID Iconhttps://orcid.org/0000-0003-1455-2159View further author information
ORCID Icon &
Grace Y. Yia Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Canada;b Department of Statistical and Actuarial Sciences, University of Western Ontario, London, Ontario, Canada;c Department of Computer Science, University of Western Ontario, London, Ontario, CanadaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-0081-873XView further author information
ORCID Icon
Pages 1611-1634 | Received 12 Apr 2021, Accepted 23 Jan 2022, Published online: 16 Feb 2022

References

  • D. Baud, X. Qi, K. Nielsen-Saines, D. Musso, L. Pomar, and G. Favre, Real estimates of mortality following covid-19 infection, Lancet Infect. Dis. 20 (2020), p. 773.
  • G.E. Box, G.M. Jenkins, G.C. Reinsel, and G.M. Ljung, Time Series Analysis: Forecasting and Control, John Wiley & Sons, Hoboken, NJ, 2015.
  • P.J. Brockwell and R.A. Davis, Introduction to Time Series and Forecasting, Springer-Verlag, New York, 2002.
  • K.C. Chanda, Asymptotic properties of estimators for autoregressive models with errors in variables, Ann. Stat. 24 (1996), pp. 423–430.
  • Y.-W. Cheung and K.S. Lai, Lag order and critical values of the augmented dickey-fuller test, J. Bus. Econ. Stat. 13 (1995), pp. 277–280.
  • M. Day, COVID-19: Four fifths of cases are asymptomatic, China figures indicate, BMJ 369 (2020) m1315.
  • J. Dedecker, A. Samson, and M.-L. Taupin, Estimation in autoregressive model with measurement error, ESAIM Probab. Stat. 18 (2014), pp. 277–307.
  • E. Dong, H. Du, and L. Gardner, An interactive web-based dashboard to track COVID-19 in real time, Lancet Infect. Dis. 20 (2020), pp. 533–534.
  • C.W.J. Granger and M.J. Morris, Time series modelling and interpretation, J. R. Stat. Soc. Ser. A 139 (1976), pp. 246–257.
  • W. He, G.Y. Yi, and Y. Zhu, Estimation of the basic reproduction number, average incubation time, asymptomatic infection rate, and case fatality rate for COVID-19: Meta-analysis and sensitivity analysis, J. Med. Virol. 92 (2020), pp. 2543–2550.
  • C.M. Hurvich and C. -L. Tsai, Regression and time series model selection in small samples, Biometrika 76 (1989), pp. 297–307.
  • T. Kanchan, N. Kumar, and B Unnikrishnan, Mortality: Statistics, in Encyclopedia of Forensic and Legal Medicine, J. Payne-James and R.W. Byard, eds., 2nd ed., Elsevier, Oxford, 2015, pp. 572–577.
  • A. Kimball, Asymptomatic and presymptomatic SARS-CoV-2 infections in residents of a long-term care skilled nursing facility-King County, Washington, March 2020, Morb. Mortal. Wkly Rep. 69 (2020), pp. 377–381.
  • S.N. Lahiri, Theoretical comparisons of block bootstrap methods, Ann. Stat. 27 (1999), pp. 386–404.
  • S. Nagata, Edgeworth approximation of a finite sample distribution for an AR(1) model with measurement error, Open. J. Stat. 2 (2012), pp. 383–388.
  • M. Pagano, Estimation of models of autoregressive signal plus white noise, Ann. Stat. 2 (1974), pp. 99–108.
  • J. Staudenmayer and J.P. Buonaccorsi, Measurement error in linear autoregressive models, J. Am. Stat. Assoc. 100 (2005), pp. 841–852.
  • K. Tanaka, A unified approach to the measurement error problem in time series models, Econ. Theory 18 (2002), pp. 278–296.
  • Y. Tripodis and J.P. Buonaccorsi, Prediction and forecasting in linear models with measurement error, J. Statist. Plann. Inference 139 (2009), pp. 4039–4050.
  • G.Y. Yi, Statistical Analysis With Measurement Error or Misclassification: Strategy, Method and Application, Springer, New York, 2017.
  • Q. Zhang and G.Y Yi, Sensitivity analysis of error-contaminated time series data under autoregressive models with application of covid-19 data, preprint (2020). Available at arXiv:2008.05649,

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.