{"id":"W2135097562","doi":"10.1016/j.jmva.2015.11.005","title":"On the asymptotic normality of kernel estimators of the long run covariance of functional time series","year":2015,"lang":"en","type":"preprint","venue":"Journal of Multivariate Analysis","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Waterloo","funders":"Austrian Science Fund; National Science Foundation","keywords":"Mathematics; Covariance; Estimator; Series (stratigraphy); Applied mathematics; Kernel (algebra); Asymptotic distribution; Corollary; Functional principal component analysis; Statistics; Principal component analysis; Pure mathematics","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":[0.04719639,0.002057417,0.003833154,0.004448958,0.001199753,0.005382821,0.004725101,0.004294424,0.005462074],"category_scores_gemma":[0.347008,0.002233632,0.002794197,0.00295881,0.01186256,0.01425975,0.005701156,0.008720836,0.0009866393],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00210253,"about_ca_system_score_gemma":0.003160931,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003974774,"about_ca_topic_score_gemma":0.001778311,"domain_scores_codex":[0.9866573,0.008108714,0.0008945375,0.001838061,0.001862856,0.0006385407],"domain_scores_gemma":[0.5921804,0.3593701,0.009953073,0.01843995,0.01691428,0.003142273],"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":[0.0004676479,0.0002660274,0.01109026,0.0005802872,0.0004369225,0.0004324016,0.001012827,0.09958287,0.003579611,0.8417628,0.003898566,0.03688977],"study_design_scores_gemma":[0.00009822253,0.0001257464,0.004270718,0.0001985087,0.0001114871,0.0002908411,0.0001787659,0.5391692,0.001395412,0.4528763,0.001159516,0.0001252905],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.06670533,0.001905862,0.9257852,0.001605833,0.0002161541,0.00008733982,0.0002808073,0.0004041006,0.003009387],"genre_scores_gemma":[0.8581884,0.006290093,0.1231233,0.001122862,0.001986084,0.0006294055,0.002040342,0.001054096,0.005565315],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.04719639,"threshold_uncertainty_score":0.2496014,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.043532742441011,"score_gpt":0.2480341501976288,"score_spread":0.2045014077566178,"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."}}