{"id":"W2914780450","doi":"10.1007/s42519-018-0036-1","title":"Evaluating Vector Multiplicative Error Models with the Hosking–Ljung–Box Portmanteau Test and Kernel-Based Test Statistics","year":2019,"lang":"en","type":"article","venue":"Journal of Statistical Theory and Practice","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"ca_institutions":"Université de Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Estimator; Test statistic; Statistical hypothesis testing; Statistics; Multiplicative function; Null hypothesis; Series (stratigraphy); Asymptotic distribution; Kernel density estimation; Econometrics; Applied mathematics","routes":{"ca_aff":true,"ca_fund":true,"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"],"consensus_categories":[],"category_scores_codex":[0.005676959,0.0001788743,0.0004338013,0.00007742448,0.0002064931,0.0001315087,0.0001445288,0.00007294653,0.0001027875],"category_scores_gemma":[0.01454536,0.0001293733,0.00003469509,0.0001203934,0.0002253043,0.0004969068,0.00004340841,0.0005307437,0.00002241718],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004273475,"about_ca_system_score_gemma":0.00009905537,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00003684441,"about_ca_topic_score_gemma":0.000004572475,"domain_scores_codex":[0.9984748,0.0002133439,0.0006715094,0.0002785407,0.0001324877,0.0002293099],"domain_scores_gemma":[0.9726796,0.02568392,0.001053783,0.0001944481,0.0002652805,0.0001229655],"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":[0.00171118,0.0002669333,0.008259491,0.00009372964,0.00008770875,0.00003185028,0.00134592,0.002490249,0.00007706316,0.9800167,0.0001686242,0.00545053],"study_design_scores_gemma":[0.002084249,0.002350205,0.0180652,0.0001328413,0.0001912155,0.0001806343,0.001491445,0.5613605,0.00002274915,0.4110741,0.002663176,0.0003836586],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.05278927,0.001363368,0.9414945,0.001290055,0.00009808545,0.0002868907,0.0006290014,0.000007940892,0.00204086],"genre_scores_gemma":[0.8934551,0.0001707581,0.105686,0.0004517216,0.00007119781,0.000004588146,0.000004729096,0.00002189562,0.0001340345],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.8406658,"threshold_uncertainty_score":0.9937555,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06229142662692171,"score_gpt":0.331597439623352,"score_spread":0.2693060129964303,"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."}}