{"id":"W2065950029","doi":"10.1007/bf02915436","title":"The empirical distribution function and partial sum process of residuals from a stationary arch with drift process","year":2005,"lang":"en","type":"article","venue":"Annals of the Institute of Statistical Mathematics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"ca_institutions":"Western University","funders":"","keywords":"Brownian bridge; Mathematics; Ornstein–Uhlenbeck process; Gaussian process; Arch; Brownian excursion; Wiener process; Fractional Brownian motion; Brownian motion; Gaussian; Statistical physics; Mathematical analysis; Stationary process; Applied mathematics; Stochastic process; Statistics; Geometric Brownian motion; Diffusion process; Physics; Quantum mechanics; Computer science","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":[0.007824772,0.001498648,0.001622476,0.002899539,0.0004908683,0.00272985,0.002348382,0.002722803,0.003889277],"category_scores_gemma":[0.03017113,0.001087747,0.001502321,0.001938302,0.003490154,0.005974301,0.001649029,0.003240363,0.00116841],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001186345,"about_ca_system_score_gemma":0.001412974,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002274449,"about_ca_topic_score_gemma":0.001192839,"domain_scores_codex":[0.9988102,0.0004144068,0.00007557872,0.0002593084,0.0003200889,0.0001204462],"domain_scores_gemma":[0.9823806,0.01207672,0.001663621,0.001266462,0.001934525,0.0006779911],"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":[0.0003677697,0.0001175372,0.01006375,0.0004389122,0.0002409193,0.0007698942,0.0007181289,0.2302033,0.01042363,0.7016392,0.00316208,0.04185484],"study_design_scores_gemma":[0.00004140783,0.00008050647,0.004801733,0.00006632318,0.00008496417,0.0004362203,0.00009239095,0.7830703,0.001894,0.2082138,0.001104367,0.0001139831],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2454099,0.001262709,0.7467165,0.001466826,0.0002068855,0.00006681041,0.0005630536,0.0005695843,0.00373772],"genre_scores_gemma":[0.9044537,0.003673903,0.07066712,0.0003339431,0.0005851978,0.0001738621,0.001937506,0.0005988655,0.01757588],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007824772,"threshold_uncertainty_score":0.0413819,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.110524096135619,"score_gpt":0.3290990405053142,"score_spread":0.2185749443696952,"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."}}