{"id":"W2602937143","doi":"10.1007/s11203-017-9168-2","title":"Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter","year":2017,"lang":"en","type":"article","venue":"Statistical Inference for Stochastic Processes","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":120,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Alberta","funders":"Simons Foundation; National Science Foundation","keywords":"Mathematics; Fractional Brownian motion; Hurst exponent; Estimator; Ornstein–Uhlenbeck process; Central limit theorem; Ergodic theory; Applied mathematics; Limit (mathematics); Mathematical analysis; Brownian motion; Stochastic process; 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":["metaresearch","metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0002531742,0.0002995456,0.0006622116,0.0001395443,0.0006409191,0.0002526835,0.0005841669,0.0001705322,0.0000780045],"category_scores_gemma":[0.03327129,0.0003127334,0.00009406474,0.0001787767,0.0004456139,0.000518843,0.00007956409,0.0001326111,0.00004258568],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00005090634,"about_ca_system_score_gemma":0.0004089851,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001220252,"about_ca_topic_score_gemma":0.00005216783,"domain_scores_codex":[0.997798,0.000002603815,0.0009351012,0.0006723919,0.0001095805,0.0004823195],"domain_scores_gemma":[0.9950297,0.002440155,0.001079416,0.0004781364,0.0008308315,0.0001417516],"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":[0.0001674107,0.0002291058,0.0002553224,0.001589511,0.00005759285,2.74599e-7,0.0001232041,0.0006106126,0.00001249284,0.9911688,0.0002332486,0.005552412],"study_design_scores_gemma":[0.0008032816,0.0004166439,0.001398558,0.0001124628,0.00005728161,0.000003093878,0.00002546047,0.06357923,0.0001806735,0.9323719,0.0006572571,0.00039416],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.001081149,0.0003219829,0.9896833,0.0004047025,0.0002832317,0.001184692,0.006599158,0.00004564813,0.0003961585],"genre_scores_gemma":[0.7859271,0.00001189614,0.2114209,0.00006981739,0.0001768137,0.001960218,0.0002699821,0.00003721285,0.0001261447],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.7848459,"threshold_uncertainty_score":0.9999325,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06771866653184226,"score_gpt":0.3309703920660682,"score_spread":0.2632517255342259,"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."}}