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Record W2018684552 · doi:10.1239/aap/1151337085

A simple integer-valued bilinear time series model

2006· article· en· W2018684552 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

VenueAdvances in Applied Probability · 2006
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsCentre Hospitalier Universitaire Sainte-JustineUniversité du Québec à Montréal
Fundersnot available
KeywordsMathematicsInteger (computer science)Simple (philosophy)Bilinear interpolationSeries (stratigraphy)EstimatorContext (archaeology)Applied mathematicsDistribution (mathematics)Mathematical analysisStatistics

Abstract

fetched live from OpenAlex

In this paper, we extend the integer-valued model class to give a nonnegative integer-valued bilinear process, denoted by INBL( p , q , m , n ), similar to the real-valued bilinear model. We demonstrate the existence of this strictly stationary process and give an existence condition for it. The estimation problem is discussed in the context of a particular simple case. The method of moments is applied and the asymptotic joint distribution of the estimators is given: it turns out to be a normal distribution. We present numerical examples and applications of the model to real time series data on meningitis and Escherichia coli infections.

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)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.285
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
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 head0.017
GPT teacher head0.228
Teacher spread0.211 · 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