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Record W1755189647 · doi:10.1111/jtsa.12139

On Uniqueness of Moving Average Representations of Heavy‐tailed Stationary Processes

2015· article· en· W1755189647 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueJournal of Time Series Analysis · 2015
Typearticle
Languageen
FieldMathematics
TopicAdvanced Statistical Methods and Models
Canadian institutionsUniversity of Toronto
FundersEconomic and Social Research CouncilAgence Nationale de la Recherche
KeywordsMathematicsUniquenessSequence (biology)Moving averageDistribution (mathematics)Stable distributionStationary processStationary sequenceHeavy-tailed distributionGaussianIdentification (biology)Statistical physicsAttractionMathematical analysisApplied mathematicsStatisticsStochastic process

Abstract

fetched live from OpenAlex

The paper solves the open problem of identification of two‐sided moving average representations with i.i.d. summands, for stationary processes in non‐Gaussian domains of attraction of α ‐stable laws. This shows the possibility to identify nonparametrically both the sequence of two‐sided moving average coefficients and the distribution of the underlying heavy‐tailed i.i.d. process.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.004
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.807
Threshold uncertainty score0.495

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.004
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.074
GPT teacher head0.409
Teacher spread0.336 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it