Estimation and inference for precision matrices of nonstationary time series
Bibliographic record
Abstract
We consider the estimation of and inference on precision matrices of a rich class of univariate locally stationary linear and nonlinear time series, assuming that only one realization of the time series is observed. Using a Cholesky decomposition technique, we show that the precision matrices can be directly estimated via a series of least squares linear regressions with smoothly time-varying coefficients. The method of sieves is utilized for the estimation and is shown to be optimally adaptive in terms of estimation accuracy and efficient in terms of computational complexity. We establish an asymptotic theory for a class of $\mathcal{L}^{2}$ tests based on the nonparametric sieve estimators. The latter are used for testing whether the precision matrices are diagonal or banded. A Gaussian approximation result is established for a wide class of quadratic forms of nonstationary and possibly nonlinear processes of diverging dimensions which is of interest by itself.
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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 | 0.011 | 0.110 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.002 | 0.001 |
| Bibliometrics | 0.002 | 0.002 |
| Science and technology studies | 0.001 | 0.004 |
| Scholarly communication | 0.002 | 0.004 |
| Open science | 0.002 | 0.002 |
| Research integrity | 0.002 | 0.004 |
| Insufficient payload (model declined to judge) | 0.001 | 0.000 |
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.
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".