{"id":"W3121592610","doi":"","title":"The role of initial values in nonstationary fractional time series models","year":2012,"lang":"en","type":"preprint","venue":"Research at the University of Copenhagen (University of Copenhagen)","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Social Sciences and Humanities Research Council of Canada; Canada Research Chairs; Danmarks Grundforskningsfond; National Research Foundation","keywords":"Estimator; Series (stratigraphy); Mathematics; Sigma; Conditional expectation; Maximum likelihood; Applied mathematics; Term (time); Statistical physics; Expression (computer science); Econometrics; Mathematical physics; Statistics; Physics; Computer science; Geology; Quantum mechanics","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008223149,0.0008262848,0.00113965,0.001362042,0.00091097,0.003256114,0.002045302,0.002643449,0.00177878],"category_scores_gemma":[0.04506948,0.0006525814,0.0008376298,0.0009244318,0.003158635,0.004719809,0.001790681,0.002629117,0.0002302207],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001732141,"about_ca_system_score_gemma":0.0009742354,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004592826,"about_ca_topic_score_gemma":0.001981175,"domain_scores_codex":[0.9983956,0.0007639801,0.00007400252,0.000250339,0.0002959731,0.0002199764],"domain_scores_gemma":[0.9793403,0.01632779,0.001921296,0.0009244618,0.0009239867,0.0005622221],"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":[0.0001168652,0.00006651115,0.005810043,0.0001132765,0.00007904838,0.0006136619,0.0005991135,0.1708244,0.002039737,0.8047353,0.0008343199,0.01416778],"study_design_scores_gemma":[0.00002247901,0.00002434488,0.0008136678,0.00005586668,0.00002934263,0.00007464204,0.00006953994,0.6144539,0.001195262,0.3823434,0.0008763105,0.00004120505],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.1992405,0.002051151,0.7885943,0.003180025,0.0001917504,0.0000412245,0.0001090749,0.0003096934,0.006282333],"genre_scores_gemma":[0.9652985,0.001111576,0.02875892,0.0002586141,0.0001726278,0.0000551723,0.0001099763,0.00009656656,0.004138008],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.008223149,"threshold_uncertainty_score":0.04348868,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06553909729489799,"score_gpt":0.2792203091417932,"score_spread":0.2136812118468952,"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."}}