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Modified profile likelihood inference and interval forecast of the burst of financial bubbles |
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| Authors: | V Filimonov D Sornette |
| Institution: | 1. Department of Management, Technology and Economics, ETH Zürich, Zürich, Switzerland.;2. Department of Economics, Perm State University, Perm, Russia.;3. Swiss Finance Institute, c/o University of Geneva, GenevaSwitzerland. |
| Abstract: | |
| Keywords: | Financial bubbles Crashes Inference Nuisance parameters Modified profile likelihood Nonlinear regression JLS model Log-periodic power law Finite time singularity: Nonlinear optimization |