{"id":"W3123651557","doi":"","title":"On Existence of Moment of Mean Reversion Estimator in Linear Diffusion Models","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Theoretical and Computational Physics","field":"Physics and Astronomy","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"McGill University","funders":"","keywords":"Mean reversion; Estimator; Mathematics; Moment (physics); Autoregressive model; Applied mathematics; Diffusion; Econometrics; Statistics; Physics","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":[0.009399647,0.0007702663,0.002268326,0.00187954,0.000684887,0.002311808,0.001726761,0.002707738,0.003818501],"category_scores_gemma":[0.07098287,0.0008898031,0.001383628,0.001062367,0.003805987,0.006804264,0.002937753,0.004938161,0.000662988],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001149155,"about_ca_system_score_gemma":0.001430379,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005769312,"about_ca_topic_score_gemma":0.0004059817,"domain_scores_codex":[0.9965616,0.00179715,0.0001347653,0.000619677,0.0005863729,0.0003004832],"domain_scores_gemma":[0.9397345,0.05192218,0.00302685,0.001652705,0.002653803,0.001010084],"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":[0.0001520931,0.00005012678,0.002094427,0.000405623,0.00009194718,0.0003310902,0.0002580814,0.02859359,0.004386718,0.9454114,0.002220362,0.01600445],"study_design_scores_gemma":[0.00003589141,0.0001087511,0.001126753,0.0001501188,0.0000506932,0.0005651616,0.00004981052,0.3431113,0.003090924,0.6494436,0.002162549,0.0001043272],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.02994548,0.002394461,0.9600891,0.002312668,0.0001709209,0.00002916707,0.0001801817,0.0003278612,0.004550141],"genre_scores_gemma":[0.8194979,0.004291213,0.1651319,0.001383603,0.001099128,0.0002888154,0.0006636878,0.0006332687,0.007010425],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.009399647,"threshold_uncertainty_score":0.04971069,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.005565378422127645,"score_gpt":0.218063523360995,"score_spread":0.2124981449388674,"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."}}