{"id":"W4409040568","doi":"10.1214/25-ejs2356","title":"Inference methods in time-varying linear diffusion processes","year":2025,"lang":"en","type":"article","venue":"Electronic Journal of Statistics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Windsor","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Inference; Econometrics; Applied mathematics; Statistics; Statistical physics; Artificial intelligence; Computer science","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009698377,0.0009630009,0.001734485,0.001775714,0.0005858614,0.001583767,0.002331722,0.002043589,0.002351663],"category_scores_gemma":[0.03314338,0.0007340179,0.001561129,0.001597087,0.001821454,0.002716637,0.001871945,0.00251936,0.0004127582],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001123214,"about_ca_system_score_gemma":0.001169781,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003399336,"about_ca_topic_score_gemma":0.002074959,"domain_scores_codex":[0.9966218,0.001903534,0.0001931924,0.0007205671,0.0004363305,0.0001244384],"domain_scores_gemma":[0.9781636,0.01924659,0.00112882,0.000517461,0.0007596727,0.0001837726],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0001041171,0.00009089008,0.002557658,0.0003502568,0.0002658728,0.0003007205,0.0002799769,0.5995381,0.001997103,0.3096375,0.0008282542,0.08404962],"study_design_scores_gemma":[0.00001746559,0.00001442493,0.0001800469,0.00001600027,0.00001734491,0.00003355806,0.00001312566,0.944134,0.0002712218,0.05482034,0.0004705847,0.00001181979],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.003261891,0.0003598638,0.9958401,0.0001254653,0.00002402257,0.00001961933,0.00002957107,0.00006466453,0.0002749004],"genre_scores_gemma":[0.4157958,0.002947956,0.5731082,0.0004338721,0.0004673053,0.0005347325,0.0005720372,0.0001610663,0.005978964],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.009698377,"threshold_uncertainty_score":0.05129051,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01892497681987404,"score_gpt":0.3113127343910752,"score_spread":0.2923877575712011,"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."}}