{"id":"W2288935346","doi":"10.1108/s0731-90532023000045a006","title":"A Specification Test Based on Convolution-Type Distribution Function Estimates for Non-Linear Autoregressive Processes","year":2023,"lang":"en","type":"book-chapter","venue":"","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Concordia University","funders":"","keywords":"Mathematics; Autoregressive model; Kolmogorov–Smirnov test; Test statistic; Applied mathematics; Asymptotic distribution; STAR model; Empirical distribution function; Null distribution; Convolution (computer science); Parametric statistics; Statistics; Statistical hypothesis testing; Time series; Autoregressive integrated moving average; 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":[0.01342937,0.0005420723,0.001236401,0.001586849,0.0004006552,0.00154094,0.001742833,0.001453513,0.004798918],"category_scores_gemma":[0.07229546,0.0002749526,0.0008479337,0.001432309,0.001921099,0.00288346,0.001162819,0.001318944,0.0005601582],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007333859,"about_ca_system_score_gemma":0.001513965,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0007770057,"about_ca_topic_score_gemma":0.0005068395,"domain_scores_codex":[0.9919417,0.004440603,0.000412184,0.0009349855,0.002022957,0.0002474426],"domain_scores_gemma":[0.9229252,0.068615,0.002234505,0.002644613,0.003172286,0.0004084927],"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":[0.0007114855,0.0004306394,0.06330058,0.0003712139,0.0004157418,0.0008429634,0.0006463967,0.09656284,0.01473266,0.4910248,0.003755357,0.3272054],"study_design_scores_gemma":[0.0001120829,0.0005006787,0.01967584,0.00008525274,0.000091522,0.000562746,0.0002000754,0.8381906,0.008325543,0.1299207,0.002268784,0.00006608385],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.1168486,0.000220706,0.8767735,0.0003056756,0.00006194976,0.00008319929,0.000183378,0.000466484,0.00505672],"genre_scores_gemma":[0.8641953,0.0001347599,0.1325768,0.0001446336,0.00007954129,0.0001742495,0.0007458237,0.0001085112,0.001840387],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.01342937,"threshold_uncertainty_score":0.07102215,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07051001460411029,"score_gpt":0.2528209220695117,"score_spread":0.1823109074654014,"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."}}