Bayesian Synthetic Likelihood Estimation for Underreported Non-Stationary Time Series: Covid-19 Incidence in Spain

Morina, David; Fern'andez-Fontelo, Amanda; Cabana, Alejandra; Arratia, Argimiro; Puig, Pedro

The problem of dealing with misreported data is very common in a wide range of contexts for different reasons. The current situation caused by the Covid-19 worldwide pandemic is a clear example, where the data provided by official sources were not always reliable due to data collection issues and to the high proportion of asymptomatic cases. In this work, we explore the performance of Bayesian Synthetic Likelihood to estimate the parameters of a model capable of dealing with misreported information and to reconstruct the most likely evolution of the phenomenon. The performance of the proposed methodology is evaluated through a comprehensive simulation study and illustrated by reconstructing the weekly Covid-19 incidence in each Spanish Autonomous Community in 2020.