Testing for Multiple Bubbles: Limit Theory of Real Time Detectors
Author(s) -
Peter C.B. Phillips,
Shuping Shi,
Jun Yu
Publication year - 2013
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2327633
Subject(s) - cusum , detector , limit (mathematics) , explosive material , bubble , algorithm , computer science , sample (material) , statistical physics , mathematics , physics , statistics , mathematical analysis , history , telecommunications , archaeology , parallel computing , thermodynamics
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