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Record W4402075291 · doi:10.1111/jtsa.12772

Estimating lagged (cross‐)covariance operators of <i>L</i><sup><i>p</i></sup>‐<i>m</i>‐approximable processes in Cartesian product Hilbert spaces

2024· article· en· W4402075291 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.

fundA Canadian funder is recorded on the work.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueJournal of Time Series Analysis · 2024
Typearticle
Languageen
FieldMathematics
TopicStatistical and numerical algorithms
Canadian institutionsnot available
FundersUniversity of California, DavisRuhr-Universität BochumUniversity of Waterloo
KeywordsMathematicsCartesian productCovarianceHilbert spaceCovariance operatorCartesian coordinate systemInvertible matrixContext (archaeology)Applied mathematicsCross productProduct (mathematics)Pure mathematicsStatisticsDiscrete mathematics

Abstract

fetched live from OpenAlex

Estimating parameters of functional ARMA, GARCH and invertible processes requires estimating lagged covariance and cross‐covariance operators of Cartesian product Hilbert space‐valued processes. Asymptotic results have been derived in recent years, either less generally or under a strict condition. This article derives upper bounds of the estimation errors for such operators based on the mild condition ‐‐approximability for each lag, Cartesian power(s) and sample size, where the two processes can take values in different spaces in the context of lagged cross‐covariance operators. Implications of our results on eigen elements and parameters in functional AR(MA) models are also discussed.

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)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.416
Threshold uncertainty score0.833

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.004
Science and technology studies0.0000.000
Scholarly communication0.0000.001
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 head0.013
GPT teacher head0.288
Teacher spread0.274 · 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