{"id":"W1964967113","doi":"10.1214/14-ejs919","title":"Model verification for Lévy-driven Ornstein-Uhlenbeck processes","year":2014,"lang":"en","type":"article","venue":"Electronic Journal of Statistics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Ottawa","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Ornstein–Uhlenbeck process; Mathematics; Statistic; Stochastic process; Process (computing); Lévy process; Applied mathematics; Test statistic; Statistical physics; Statistics; Statistical hypothesis testing; Computer science","routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00522209,0.0009221472,0.001736495,0.001104904,0.0008423389,0.002048395,0.002086016,0.002584131,0.00292048],"category_scores_gemma":[0.02436414,0.000532258,0.001684751,0.0005544728,0.001576954,0.002053927,0.002433924,0.002233183,0.0005079907],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00181858,"about_ca_system_score_gemma":0.003101227,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01020299,"about_ca_topic_score_gemma":0.004048225,"domain_scores_codex":[0.9980968,0.0005884658,0.0001092904,0.0002720126,0.0006874966,0.0002458937],"domain_scores_gemma":[0.9880564,0.008178575,0.001089621,0.0006401466,0.001727354,0.0003078674],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001374246,0.00008048607,0.004003763,0.0001230977,0.00006996293,0.0005363597,0.0002328442,0.7856309,0.003365574,0.1949774,0.0008095952,0.01003264],"study_design_scores_gemma":[0.00001269972,0.00001994605,0.000177814,0.000007578217,0.00000589661,0.00003398794,0.00001396528,0.9726335,0.0004404662,0.02646186,0.000181919,0.0000103819],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.09491191,0.0004583804,0.8983171,0.0005703772,0.00006709924,0.00007846116,0.0001765373,0.000503882,0.004916211],"genre_scores_gemma":[0.9715456,0.0002133359,0.02509965,0.0001003302,0.00003672332,0.00009984453,0.000210308,0.00006798462,0.002626183],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.01020299,"threshold_uncertainty_score":0.02761739,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02551419858357542,"score_gpt":0.2346727136922442,"score_spread":0.2091585151086688,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}