{"id":"W2743478179","doi":"10.5539/ijsp.v6n5p84","title":"Time Varying Parameter Estimation Scheme for a Linear Stochastic Differential Equation","year":2017,"lang":"en","type":"article","venue":"International Journal of Statistics and Probability","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Mathematics; Stochastic differential equation; Applied mathematics; Estimation theory; Interval (graph theory); Differential equation; Work (physics); Mathematical analysis; Statistics; Combinatorics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006372515,0.00008392966,0.0002281399,0.00007724051,0.0001643718,0.0001734079,0.0002167872,0.00005308491,0.00005013395],"category_scores_gemma":[0.003048741,0.0000867134,0.00006640528,0.00001129329,0.00008192936,0.0003099494,0.000048531,0.0001051397,0.00000758253],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00006241841,"about_ca_system_score_gemma":0.00003206581,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00004016592,"about_ca_topic_score_gemma":0.000003472814,"domain_scores_codex":[0.9990273,0.000008644295,0.0006313767,0.0001529048,0.0000796414,0.0001001916],"domain_scores_gemma":[0.9983692,0.000229071,0.0008622599,0.0001316562,0.0003594795,0.00004833762],"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":[0.00181524,0.0007352669,0.03580568,0.0002913836,0.000576794,0.000009718602,0.00187709,0.0232784,0.0003543315,0.7776563,0.0004642593,0.1571356],"study_design_scores_gemma":[0.0004534824,0.00006567405,0.007658102,0.00002308694,0.000007239123,0.000002640483,0.000001281392,0.5987865,0.000009954852,0.3928564,0.00007679558,0.00005879815],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2622392,0.00005084253,0.7364333,0.0002815652,0.0004280739,0.0001161942,0.0004133353,0.000002770921,0.00003473452],"genre_scores_gemma":[0.8121645,0.000016503,0.1875681,0.00001677611,0.0001738245,0.000004814648,0.00002294946,0.00000658344,0.00002593248],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.5755081,"threshold_uncertainty_score":0.3649848,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0662845348483566,"score_gpt":0.2985120849682489,"score_spread":0.2322275501198923,"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."}}