{"id":"W2040537794","doi":"10.1017/s026646660808064x","title":"ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS","year":2008,"lang":"en","type":"article","venue":"Econometric Theory","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":13,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Minimax; Mathematics; Sigma; Estimator; Adaptive estimator; Arch; Density estimation; Applied mathematics; Combinatorics; Statistics; Mathematical optimization; Physics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001164297,0.0001762889,0.000447487,0.0007522095,0.0003072509,0.00002529825,0.0002159753,0.0001282631,0.0001131942],"category_scores_gemma":[0.0003879693,0.000219097,0.000208545,0.0005623763,0.00008586714,0.0004823072,0.00005423116,0.0001382008,0.0002043865],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001756203,"about_ca_system_score_gemma":0.00004174319,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001476887,"about_ca_topic_score_gemma":0.000007110124,"domain_scores_codex":[0.9984547,0.00002182692,0.0006234589,0.0005078986,0.00002975082,0.0003623748],"domain_scores_gemma":[0.9989578,0.0002915852,0.0002644236,0.0003325812,0.00005791765,0.00009574624],"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":[0.00009596373,0.00006766516,0.004164762,0.00001216799,0.00003292081,0.000001148399,0.0005760706,0.01865839,7.830064e-7,0.9668229,0.0002123757,0.009354891],"study_design_scores_gemma":[0.0003250197,0.00005833024,0.007418781,0.000002228811,0.000003453001,0.000003491947,0.00001751283,0.4775633,0.00002643893,0.5138188,0.0005909348,0.0001717275],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4508335,0.001438313,0.5397083,0.00003326729,0.000244426,0.0002591355,0.0001130929,0.00004036917,0.007329564],"genre_scores_gemma":[0.9665166,0.0002161274,0.03128455,0.0001275515,0.0002053692,0.0000707871,0.00003072411,0.00003070569,0.001517624],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.5156831,"threshold_uncertainty_score":0.8934515,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.09830805434307886,"score_gpt":0.2364817530792557,"score_spread":0.1381736987361769,"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."}}