Modified profile likelihood inference and interval forecast of the burst of financial bubbles (Q4555130): Difference between revisions

@@ Property / arXiv ID @@
+.08258
@@ Property / arXiv ID: 1602.08258 / rank @@
+Normal rank
@@ Property / cites work @@
+On a formula for the distribution of the maximum likelihood estimator
+Normal rank
@@ Property / cites work @@
+Q4280419
@@ Property / cites work: Q4280419 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4326424
@@ Property / cites work: Q4326424 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Elimination of Nuisance Parameters
@@ Property / cites work: On the Elimination of Nuisance Parameters / rank @@
+Normal rank
@@ Property / cites work @@
+Difficulties and ambiguities in the definition of a likelihood function
+Normal rank
@@ Property / cites work @@
+Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder).
+Normal rank
@@ Property / cites work @@
+Prediction accuracy and sloppiness of log-periodic functions
+Normal rank
@@ Property / cites work @@
+Q4725475
@@ Property / cites work: Q4725475 / rank @@
+Normal rank
@@ Property / cites work @@
+Taboo Search: An Approach to the Multiple Minima Problem
+Normal rank
@@ Property / cites work @@
+Q4864288
@@ Property / cites work: Q4864288 / rank @@
+Normal rank
@@ Property / cites work @@
+A stable and robust calibration scheme of the log-periodic power law model
+Normal rank
@@ Property / cites work @@
+Q3232636
@@ Property / cites work: Q3232636 / rank @@
+Normal rank
@@ Property / cites work @@
+Adjustments to profile likelihood
@@ Property / cites work: Adjustments to profile likelihood / rank @@
+Normal rank
@@ Property / cites work @@
+A simple general formula for tail probabilities for frequentist and Bayesian inference
+Normal rank
@@ Property / cites work @@
+CRASHES AS CRITICAL POINTS
@@ Property / cites work: CRASHES AS CRITICAL POINTS / rank @@
+Normal rank
@@ Property / cites work @@
+Q5605537
@@ Property / cites work: Q5605537 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3945384
@@ Property / cites work: Q3945384 / rank @@
+Normal rank
@@ Property / cites work @@
+A Simplex Method for Function Minimization
@@ Property / cites work: A Simplex Method for Function Minimization / rank @@
+Normal rank
@@ Property / cites work @@
+Adjustments of the profile likelihood from a new perspective
+Normal rank
@@ Property / cites work @@
+Q4545990
@@ Property / cites work: Q4545990 / rank @@
+Normal rank
@@ Property / cites work @@
+Marginal likelihood, conditional likelihood and empirical likelihood: Connections and applications
+Normal rank
@@ Property / cites work @@
+An approximation to the modified profile likelihood function
+Normal rank
@@ Property / cites work @@
+Likelihood functions for inference in the presence of a nuisance parameter
+Normal rank
@@ Property / cites work @@
+An empirical adjustment to the likelihood ratio statistic
+Normal rank
@@ Property / cites work @@
+Q2760425
@@ Property / cites work: Q2760425 / rank @@
+Normal rank
@@ Property / cites work @@
+Integrated likelihood functions for non-Bayesian inference
+Normal rank
@@ Property / cites work @@
+An explicit large-deviation approximation to one-parameter tests.
+Normal rank
@@ Property / cites work @@
+Likelihood Asymptotics
@@ Property / cites work: Likelihood Asymptotics / rank @@
+Normal rank
@@ Property / cites work @@
+Significance of log-periodic precursors to financial crashes
+Normal rank
@@ Property / cites work @@
+Q5191184
@@ Property / cites work: Q5191184 / rank @@
+Normal rank
@@ Property / cites work @@
+Predicting critical crashes? A new restriction for the free variables
+Normal rank
@@ Property / cites work @@
+NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES
+Normal rank
@@ Property / cites work @@
+Renormalization group analysis of the 2000-2002 anti-bubble in the US S\& P500 index: explanation of the hierarchy of five crashes and prediction
+Normal rank