Asymptotic Properties and Application of GSB Process : A Case Study of the COVID‐19 Dynamics in Serbia
Само за регистроване кориснике
2022
Чланак у часопису (Објављена верзија)
Метаподаци
Приказ свих података о документуАпстракт
This paper describes one of the non-linear (and non-stationary) stochastic models, the GSB (Gaussian, or Generalized, Split-BREAK) process, which is used in the analysis of time series with pronounced and accentuated fluctuations. In the beginning, the stochastic structure of the GSB process and its important distributional and asymptotic properties are given. To that end, a method based on characteristic functions (CFs) was used. Various procedures for the estimation of model parameters, asymptotic properties, and numerical simulations of the obtained estimators are also investigated. Finally, as an illustration of the practical application of the GSB process, an analysis is presented of the dynamics and stochastic distribution of the infected and immunized population in relation to the disease COVID-19 in the territory of the Republic of Serbia.
Кључне речи:
stochastic processes / emphatic fluctuations / non-stationarity / asymptotic normality / Gaussian distribution / estimation / COVID-19Извор:
Mathematics, 2022, 10, 20, 3849-Издавач:
- Basel, Switzerland : MDPI
Институција/група
JakovTY - JOUR AU - Jovanović, Mihailo AU - Stojanović, Vladica AU - Kuk, Kristijan AU - Popović, Brankica AU - Čisar, Petar PY - 2022 UR - http://jakov.kpu.edu.rs/handle/123456789/1519 AB - This paper describes one of the non-linear (and non-stationary) stochastic models, the GSB (Gaussian, or Generalized, Split-BREAK) process, which is used in the analysis of time series with pronounced and accentuated fluctuations. In the beginning, the stochastic structure of the GSB process and its important distributional and asymptotic properties are given. To that end, a method based on characteristic functions (CFs) was used. Various procedures for the estimation of model parameters, asymptotic properties, and numerical simulations of the obtained estimators are also investigated. Finally, as an illustration of the practical application of the GSB process, an analysis is presented of the dynamics and stochastic distribution of the infected and immunized population in relation to the disease COVID-19 in the territory of the Republic of Serbia. PB - Basel, Switzerland : MDPI T2 - Mathematics T1 - Asymptotic Properties and Application of GSB Process : A Case Study of the COVID‐19 Dynamics in Serbia VL - 10 IS - 20 SP - 3849 DO - 10.3390/math10203849 ER -
@article{ author = "Jovanović, Mihailo and Stojanović, Vladica and Kuk, Kristijan and Popović, Brankica and Čisar, Petar", year = "2022", abstract = "This paper describes one of the non-linear (and non-stationary) stochastic models, the GSB (Gaussian, or Generalized, Split-BREAK) process, which is used in the analysis of time series with pronounced and accentuated fluctuations. In the beginning, the stochastic structure of the GSB process and its important distributional and asymptotic properties are given. To that end, a method based on characteristic functions (CFs) was used. Various procedures for the estimation of model parameters, asymptotic properties, and numerical simulations of the obtained estimators are also investigated. Finally, as an illustration of the practical application of the GSB process, an analysis is presented of the dynamics and stochastic distribution of the infected and immunized population in relation to the disease COVID-19 in the territory of the Republic of Serbia.", publisher = "Basel, Switzerland : MDPI", journal = "Mathematics", title = "Asymptotic Properties and Application of GSB Process : A Case Study of the COVID‐19 Dynamics in Serbia", volume = "10", number = "20", pages = "3849", doi = "10.3390/math10203849" }
Jovanović, M., Stojanović, V., Kuk, K., Popović, B.,& Čisar, P.. (2022). Asymptotic Properties and Application of GSB Process : A Case Study of the COVID‐19 Dynamics in Serbia. in Mathematics Basel, Switzerland : MDPI., 10(20), 3849. https://doi.org/10.3390/math10203849
Jovanović M, Stojanović V, Kuk K, Popović B, Čisar P. Asymptotic Properties and Application of GSB Process : A Case Study of the COVID‐19 Dynamics in Serbia. in Mathematics. 2022;10(20):3849. doi:10.3390/math10203849 .
Jovanović, Mihailo, Stojanović, Vladica, Kuk, Kristijan, Popović, Brankica, Čisar, Petar, "Asymptotic Properties and Application of GSB Process : A Case Study of the COVID‐19 Dynamics in Serbia" in Mathematics, 10, no. 20 (2022):3849, https://doi.org/10.3390/math10203849 . .