{"id":"W2080799222","doi":"10.2139/ssrn.338961","title":"Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions","year":2002,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":35,"is_retracted":false,"has_abstract":false,"ca_institutions":"Université de Montréal; Université du Québec à Montréal","funders":"","keywords":"Estimator; Mathematics; Moment (physics); Applied mathematics; Generalized method of moments; Covariance; Jump; Mathematical optimization; Statistical physics; Statistics","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":[],"consensus_categories":[],"category_scores_codex":[0.000433854,0.00009166665,0.0002671827,0.0001803664,0.0001111541,0.00001213733,0.00007558674,0.00004540407,0.00002850246],"category_scores_gemma":[0.0000174524,0.00008866159,0.00006262339,0.0001305206,0.00007689285,0.00007947095,0.00001750514,0.00031951,0.000002880814],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001844477,"about_ca_system_score_gemma":0.00007218121,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001086025,"about_ca_topic_score_gemma":0.0002224855,"domain_scores_codex":[0.9988052,0.00001051672,0.0004746862,0.0001455824,0.00005022232,0.0005137615],"domain_scores_gemma":[0.9994292,0.00001621943,0.0003532032,0.0001109936,0.00004929215,0.00004114989],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00002685293,0.0002368635,0.002089271,0.00001768002,0.00007428006,4.11551e-7,0.0007410769,0.1538914,0.0001384717,0.8395008,0.000009403108,0.003273507],"study_design_scores_gemma":[0.0005204469,0.0001776167,0.001639779,0.00001991284,0.00001161445,0.00001889437,0.0000883563,0.7426839,0.00001281025,0.2547447,0.000009682594,0.00007222084],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7411603,0.003122496,0.2551022,0.0001327181,0.00003240208,0.00008620538,0.00003568353,0.000004401541,0.0003236409],"genre_scores_gemma":[0.9965441,0.00187927,0.001232557,0.000007583162,0.00001417802,0.000004561503,0.000004027027,0.00001038777,0.0003033712],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5887925,"threshold_uncertainty_score":0.3615515,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01329425412705192,"score_gpt":0.2067389325834129,"score_spread":0.193444678456361,"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."}}