{"id":"W2069670277","doi":"10.1111/1467-9892.00575","title":"Pooled Log Periodogram Regression","year":2002,"lang":"en","type":"article","venue":"Journal of Time Series Analysis","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"Queen's University","funders":"","keywords":"Estimator; Mathematics; Asymptotic distribution; Statistics; Periodogram; Delta method; Consistent estimator; Consistency (knowledge bases); Asymptotic analysis; Strong consistency; Minimum-variance unbiased estimator; Econometrics","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":"codex-gemma-dda1882f352a","candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0005288458,0.0001239345,0.0007193593,0.0005889441,0.000126447,0.00008533132,0.0002126166,0.00009127443,0.004305669],"category_scores_gemma":[0.0001776256,0.0001119816,0.0006877505,0.0008303868,0.00004154244,0.0004415099,0.00003416848,0.0001852794,0.0003084248],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0000567209,"about_ca_system_score_gemma":0.000007128132,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00008458371,"about_ca_topic_score_gemma":0.00001879035,"domain_scores_codex":[0.9986227,0.0000183608,0.0009294865,0.0001676094,0.00007142166,0.0001904819],"domain_scores_gemma":[0.9986819,0.00002353885,0.0008567757,0.0002345594,0.0001130349,0.00009018404],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.000773085,0.001615434,0.7993316,0.0001425637,0.01408422,0.0002749284,0.009404602,0.04833226,0.0009109229,0.02371503,0.03514511,0.06627021],"study_design_scores_gemma":[0.001712312,0.001038707,0.06957526,0.0001100591,0.002282099,0.00008295335,0.0005139189,0.6497636,0.0002850698,0.0232282,0.2502511,0.001156732],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9511583,0.01428792,0.01942899,0.003487774,0.000347376,0.00008188206,0.00005227147,0.00002908853,0.01112643],"genre_scores_gemma":[0.9891385,0.001445749,0.003497845,0.00007062116,0.0001785532,6.851046e-7,0.000003339851,0.00001268984,0.005652006],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7297564,"threshold_uncertainty_score":0.9966045,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0238844881138055,"score_gpt":0.2148456495321941,"score_spread":0.1909611614183886,"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."}}