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Threshold behaviour of a stochastic SIR model

✍ Scribed by Ji, Chunyan; Jiang, Daqing


Book ID
121810248
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
844 KB
Volume
38
Category
Article
ISSN
0307-904X

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## Abstract This article introduces a new model to capture simultaneously the mean and variance asymmetries in time series. Threshold non‐linearity is incorporated into the mean and variance specifications of a stochastic volatility model. Bayesian methods are adopted for parameter estimation. Fore