A locally asymptotically powerful test for nonlinear autoregressive models
Bibliographic record
Abstract
We propose a locally asymptotically powerful test to simultaneously examine hypotheses relative to the parametric form of the conditional mean and the conditional variance functions in a class of nonlinear semi-parametric time series models without a specified error law. On the basis of a modified version of the Le Cam method of Hwang and Basawa (2001), we establish the local asymptotic normality relative to the model. The main result shows that the test statistic built by substituting consistent estimated residuals and parameters for the theoretical ones is asymptotically normal. Its asymptotic power is computed and the result is illustrated by some simulations.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.023 | 0.128 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.002 | 0.002 |
| Bibliometrics | 0.004 | 0.002 |
| Science and technology studies | 0.001 | 0.005 |
| Scholarly communication | 0.002 | 0.004 |
| Open science | 0.003 | 0.005 |
| Research integrity | 0.002 | 0.003 |
| Insufficient payload (model declined to judge) | 0.005 | 0.001 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".