{"id":"W1977481190","doi":"10.1155/2011/372512","title":"Joint Estimation Using Quadratic Estimating Function","year":2011,"lang":"en","type":"article","venue":"Journal of Probability and Statistics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Waterloo; University of Manitoba","funders":"","keywords":"Mathematics; Autoregressive model; Conditional variance; Martingale (probability theory); Applied mathematics; Quadratic equation; Conditional expectation; Inference; Quadratic function; Series (stratigraphy); Mathematical optimization; Autoregressive conditional heteroskedasticity; Statistics; Econometrics; Computer science; Artificial intelligence","routes":{"ca_aff":true,"ca_fund":false,"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":[0.01262452,0.00123114,0.001885524,0.002075383,0.000613676,0.001846605,0.001660418,0.001474667,0.003078437],"category_scores_gemma":[0.03908031,0.0009120826,0.001919295,0.002418508,0.001137625,0.003257301,0.001787281,0.00243877,0.0008046903],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009126141,"about_ca_system_score_gemma":0.002118694,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004485239,"about_ca_topic_score_gemma":0.002507519,"domain_scores_codex":[0.9932434,0.004432463,0.0002753457,0.0008741945,0.0008883227,0.000286361],"domain_scores_gemma":[0.9840137,0.01243312,0.0007883133,0.001328959,0.001345121,0.00009080334],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0001185907,0.00009713645,0.003852936,0.0003561016,0.0004075246,0.0001998607,0.0002136196,0.3592122,0.002349301,0.4321118,0.004176024,0.1969049],"study_design_scores_gemma":[0.00001741054,0.00005097292,0.001103904,0.0000397705,0.00006137389,0.00008635005,0.00002029056,0.898308,0.001135483,0.09519466,0.003941221,0.00004056528],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.001200513,0.0001217627,0.998197,0.0000518788,0.000009810427,0.00001274404,0.00003153433,0.00005033308,0.0003244992],"genre_scores_gemma":[0.2246877,0.001544163,0.7664881,0.0001715656,0.0002010913,0.0003563857,0.001041188,0.0002057729,0.005304006],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.01262452,"threshold_uncertainty_score":0.06676561,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1670739752004657,"score_gpt":0.2522614264949989,"score_spread":0.08518745129453323,"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."}}