Modified profile likelihood inference and interval forecast of the burst of financial bubbles
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Publication:4555130
DOI10.1080/14697688.2016.1276298zbMath1402.91912arXiv1602.08258OpenAlexW3121687202MaRDI QIDQ4555130
G. Demos, Vladimir Filimonov, Didier Sornette
Publication date: 19 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.08258
nuisance parametersnonlinear regressioninferencemodified profile likelihoodfinancial bubblescrasheslog-periodic power lawJLS modelfinite time singularity: nonlinear optimization
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Uses Software
Cites Work
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