Control of the novel COronaVIrus Disease-2019 (COVID-19) in a hospital setting is a priority. A COVID-19-infected surgeon performed surgical activities before being tested. An exposure risk classification was applied to the identified exposed subjects and high- and medium-risk contacts underwent active symptom monitoring for 14 days at home. All healthcare professionals (HCPs) were tested for severe acute respiratory syndrome-coronavirus-2 (SARS-CoV-2) at the end of the quarantine and serological tests were performed. Three household contacts and 20 HCPs were identified as high- or medium-risk contacts and underwent a 14-day quarantine. Fourteen HCPs and 19 patients were instead classified as low risk. All the contacts remained asymptomatic and all HCPs tested negative for SARS-CoV-2. About 25–28 days after their last exposure, HCPs underwent serological testing and two of them had positive IgM but negative confirmatory swabs. In a low COVID-19 burden area, the in-hospital transmission of SARS-CoV-2 from an infectious doctor did not occur and, despite multiple and frequent contacts, a hospital outbreak was avoided. This may be linked to the adoption of specific recommendations and to the use of standard personal protective equipment by HCPs.

This study aimed to identify an appropriate simple mathematical model to fit the number of coronavirus disease 2019 (COVID-19) cases at the national level for the early portion of the pandemic, before significant public health interventions could be enacted. The total number of cases for the COVID-19 epidemic over time in 28 countries was analysed and fit to several simple rate models. The resulting model parameters were used to extrapolate projections for more recent data. While the Gompertz growth model (mean R2 = 0.998) best fit the current data, uncertainties in the eventual case limit introduced significant model errors. However, the quadratic rate model (mean R2 = 0.992) fit the current data best for 25 (89%) countries as determined by R2 values of the remaining models. Projection to the future using the simple quadratic model accurately forecast the number of future total number of cases 50% of the time up to 10 days in advance. Extrapolation to the future with the simple exponential model significantly overpredicted the total number of future cases. These results demonstrate that accurate future predictions of the case load in a given country can be made using this very simple model.

We propose a sequential monitoring scheme to find structural breaks in dynamic linear models. The monitoring scheme is based on a detector and a suitably chosen boundary function. If the detector crosses the boundary function, a structural break is detected. We provide the asymptotics for the procedure under the null hypothesis of stability. The consistency of the procedure is also proved. We derive the asymptotic distribution of the stopping time under the change point alternative. Monte Carlo simulation is used to show the size and the power of our method under several conditions. As an example, we study the real estate markets in Boston and Los Angeles, and at the national U.S. level. We find structural breaks in the markets, and we segment the data into stationary segments. It is observed that the autoregressive parameter is increasing but stays below 1.

In this short note we prove that every tournament contains the k-th power of a directed path of linear length. This improves upon recent results of Yuster and of Girão. We also give a complete solution for this problem when k=2, showing that there is always a square of a directed path of length , which is best possible.

The paper examines the effect of conditional heteroskedasticity on least squares inference in stochastic regression models of unknown integration order and proposes an inference procedure that is robust to models within the (near) I(0)–(near) I(1) range with GARCH innovations. We show that a regressor signal of exact order $O_{p}\left ( n\kappa _{n}\right ) $ for arbitrary $\,\kappa _{n}\rightarrow \infty $ is sufficient to eliminate stationary GARCH effects from the limit distributions of least squares based estimators and self-normalized test statistics. The above order dominates the $O_{p}\left ( n\right ) $ signal of stationary regressors but may be dominated by the $O_{p}\left ( n^{2}\right ) $ signal of I(1) regressors, thereby showing that least squares invariance to GARCH effects is not an exclusively I(1) phenomenon but extends to processes with persistence degree arbitrarily close to stationarity. The theory validates standard inference for self normalized test statistics based on the ordinary least squares estimator when $\kappa _{n}\rightarrow \infty $ and $\kappa _{n}/n\rightarrow 0$ and the IVX estimator (Phillips and Magdalinos (2009a), Econometric Inference in the Vicinity of Unity. Working paper, Singapore Management University; Kostakis, Magdalinos, and Stamatogiannis, 2015a, Review of Financial Studies 28(5), 1506–1553.) when $\kappa _{n}\rightarrow \infty $ and the innovation sequence of the system is a covariance stationary vec-GARCH process. An adjusted version of the IVX–Wald test is shown to also accommodate GARCH effects in purely stationary regressors, thereby extending the procedure’s validity over the entire (near) I(0)–(near) I(1) range of regressors under conditional heteroskedasticity in the innovations. It is hoped that the wide range of applicability of this adjusted IVX–Wald test, established in Theorem 4.4, presents an advantage for the procedure’s suitability as a tool for applied research.