{"id":"W2084126948","doi":"10.1002/cjs.11137","title":"Testing for intercept‐scale switch in linear autoregression","year":2012,"lang":"en","type":"article","venue":"Canadian Journal of Statistics","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Deutsche Forschungsgemeinschaft","keywords":"Autoregressive model; Volatility (finance); Econometrics; Series (stratigraphy); Nonlinear system; Variance (accounting); Stock (firearms); Economics; Mathematics; Engineering; Accounting; Physics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.02551157,0.0006021475,0.001468704,0.002234855,0.001037894,0.002646057,0.001833755,0.001940192,0.005656742],"category_scores_gemma":[0.1120544,0.0004931121,0.001972562,0.002307103,0.002716662,0.00290033,0.002030735,0.002616012,0.0005722888],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000952189,"about_ca_system_score_gemma":0.00116692,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003539909,"about_ca_topic_score_gemma":0.002096853,"domain_scores_codex":[0.9786638,0.01331307,0.001220041,0.003378646,0.00228383,0.001140554],"domain_scores_gemma":[0.728707,0.2392133,0.0152368,0.01011903,0.003393533,0.003330287],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.003091071,0.0009790524,0.791574,0.0001947975,0.003546582,0.001003287,0.0009525488,0.1043433,0.00622932,0.02790746,0.002448022,0.05773051],"study_design_scores_gemma":[0.0002187639,0.001288982,0.2161795,0.00004323797,0.0002459645,0.0003290381,0.0006608408,0.7388712,0.002809302,0.03844522,0.0007723338,0.0001356211],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"methods","genre_scores_codex":[0.9103871,0.0001588841,0.08572491,0.000581224,0.00006662147,0.00005704874,0.0004367611,0.0003717254,0.00221583],"genre_scores_gemma":[0.9975377,0.00001269385,0.001995212,0.00004249707,0.00001904991,0.0000158293,0.0002375881,0.0000159935,0.0001234607],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.02551157,"threshold_uncertainty_score":0.1349197,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04923888272370083,"score_gpt":0.2482435823803071,"score_spread":0.1990046996566062,"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."}}