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Maximum likehood fonction for LPPL ?

  1. Dec 9, 2013 #1
    Maximum likehood fonction for LPPL ??

    Can anyone help me to found the the likehood fonction for Log-periodic-power-law ?

    log(y(t))=A+(B(t-tc)^β )(1+Ccos(wlog(tc-t)+phi)) A,B,C,beta,phi,tc,w : are parameters to be estimeted.

    thanks
     
  2. jcsd
  3. Dec 16, 2013 #2

    Stephen Tashi

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    For a problem involving a "maximum liklihood", you need to state a probability distribution for a random variable. What you have stated looks like a deterministic function of some quantity y as a function of time.
     
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