Pith. Sign in

RECORD

Mixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process

PaperPDF from arXiv

data files

Paper breakdownThe authors' claims, conditions and measurements, as JSON Signed receiptProof this review has not been altered
X Bluesky LinkedIn Reddit Hacker News
Chunhao Cai, Qinghua Wang, Weilin Xiao

Probability · Submitted 5 Sep 2018

abstract compiled · 2026-09-23 · no language-model review

The authors' main claim In order to verify the rationality of this simulation, we propose a practical estimator associated with the LSE of the drift parameter of mixed sub-fractional Ornstein-Uhlenbeck process, and illustrate the asymptotical properties according to our method of simulation when the Hurst parameter $H>1/2$.

how it is stated · asserted 1.00 read the record →

Comment (0) Read on arXiv ↗
Cite ▾
arXiv ID1809.02038 (version 6)
Pith IDQS3XFV3C, Pith's permanent record of this paper and its review
CitationChunhao Cai, Qinghua Wang, Weilin Xiao. "Mixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process." arXiv:1809.02038 (2018). https://pith.science/paper/QS3XFV3C
Claim paper

The compiled record

The paper's own sentences, arranged. Each label is drawn from a closed vocabulary; the number beside it is the probability the classifier gave that label. Numbers in the tables are the authors', checked by code. No sentence in this record was written by a model.

Open the compiled record

Compiled by classifier-1.13.0 via TypeSafe API, question bank abstract-p1-20260923, 2026-09-23: 1 request, 2,406 input tokens.

What the abstract itself states, as probabilities: claims first 0.07 · states limitation 0.30 · human participants 0.02 · controlled comparison 0.03 · randomized assignment 0.01 · states quantitative result 0.17 · compares with prior results 0.14 · mentions code or data availability 0.03.

The abstract, sentence by sentence

arXiv listing abstract v6. Results and the main claim are underlined; .

In this paper, we will first give the numerical simulation of the sub-fractional Brownian motion through the relation of fractional Brownian motion instead of its representation of random walk. In order to verify the rationality of this simulation, we propose a practical estimator associated with the LSE of the drift parameter of mixed sub-fractional Ornstein-Uhlenbeck process, and illustrate the asymptotical properties according to our method of simulation when the Hurst parameter $H>1/2$.

background contribution method result interpretation main claim

What the classifier reports for each sentence. The number is the probability it gave the label.
#sentencerolethe authors' own workstates the main conclusionstrength
s0 In this paper, we will first give the numerical simulation of the sub-fractional Brownian motion through the relation of fractional Brownian motion instead of its representation of random walk. method 0.82 0.87 0.05 asserted 0.94
s1 In order to verify the rationality of this simulation, we propose a practical estimator associated with the LSE of the drift parameter of mixed sub-fractional Ornstein-Uhlenbeck process, and illustrate the asymptotical properties according to our method of simulation when the Hurst parameter $H>1/2$. contribution 0.76 0.92 0.30 asserted 1.00

What kind of paper the classifier reports this is: method or tool 0.60 · evidence from simulation or computation 0.97.

What was examined, and what was not

sources read
  • arXiv listing abstract v6
not examined
  • full text
  • figures and tables
  • references and citing sentences
  • relations to other papers
levels run
  • P abstract
not run
  • S sections
  • T body sentences
  • C citations
  • R cross-paper relations

Every quoted sentence on this record is the authors'. Every label is from Pith's closed vocabulary, with the probability shown beside it. Every number in the measurements table is the authors', checked by code. Record as JSON

The paper
Original abstract

In this paper, we will first give the numerical simulation of the sub-fractional Brownian motion through the relation of fractional Brownian motion instead of its representation of random walk. In order to verify the rationality of this simulation, we propose a practical estimator associated with the LSE of the drift parameter of mixed sub-fractional Ornstein-Uhlenbeck process, and illustrate the asymptotical properties according to our method of simulation when the Hurst parameter $H>1/2$.

Human review

How Pith checks papers → · Full audit of this paper →

How the literature uses it

1 arXiv paper cite this in 1 sentence

Each citing sentence is taken from the citing paper's LaTeX source and typed by Pith's classifier. A label appears at probability 0.8 or more (0.95 for support), a contest at 0.7 or more; the quoted words are the citing authors'. How each label was checked · JSON

Discussion

Know something about this paper? Leave a comment, or highlight any passage above to comment on it.