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Paper Citation Record · LEDGER

Pointwise Hurst Estimation via Scale Accumulation: A Noise-Robust Approach for Rough Volatility

As of 12 August 2026, this Paper Citation Record lists 10 of 10 outbound references and 0 inbound Pith citation observations for arXiv:2606.25771.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2606.25771 v1

Coverage vector

measured 10 of 10 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-06-25T19:43:10.731385Z

measured 10 of 10 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-12T06:34:41.77262+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: cited_works

Reference resolution

10 of 10 outbound references displayed

  • verified exact4
  • verified fuzzy0
  • unresolved6
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 98bd2457-cb31-463e-9f0a-a676803df3e9 · outbound

This paper cites Gatheral, T.

Pointwise Hurst Estimation via Scale Accumulation: A Noise-Robust Approach for Rough Volatility Gatheral, T

Reference 1

Resolution
unresolved
no resolver link, observed 2026-06-25T19:43:10.731385Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-06-25T19:43:10.731385Z digest=sha256:3fc5f70320e8ac75df3b74fc42acf54955e1cb49ca333884444a8286e48c4d42

Observation cec25e4b-31d4-450a-9330-0459a704dea2 · outbound

This paper cites Cont and P.

Pointwise Hurst Estimation via Scale Accumulation: A Noise-Robust Approach for Rough Volatility Cont and P

Reference 2

Resolution
unresolved
no resolver link, observed 2026-06-25T19:43:10.731385Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-06-25T19:43:10.731385Z digest=sha256:ce69a3c726cb452e079ba502120a08dc5e25ff056c616dcabf6d9d2fd4422158

Observation 796d069f-72e8-4b1d-87f5-d91e894cfb38 · outbound

This paper cites Uncertainty relations from state polynomial optimization.

Pointwise Hurst Estimation via Scale Accumulation: A Noise-Robust Approach for Rough Volatility Uncertainty relations from state polynomial optimization

Reference 3

Resolution
verified exact
arxiv_id, observed 2026-07-04T20:40:08.759186Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

source=pdf_text observed=2026-06-25T19:43:10.731385Z digest=sha256:1d64fb1d3e25c21d84854204e4f54e46b71ef7dff0b5dc2391f426d6e536734a

Observation 1bc9d20d-d90a-45bf-b268-0958fc7c6d13 · outbound

This paper cites Estimating the roughness exponent of stochastic volatility from discrete observations of the integrated variance.

Pointwise Hurst Estimation via Scale Accumulation: A Noise-Robust Approach for Rough Volatility Estimating the roughness exponent of stochastic volatility from discrete observations of the integrated variance

Reference 4

Resolution
verified exact
local_arxiv, observed 2026-07-04T20:40:08.755127Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

source=pdf_text observed=2026-06-25T19:43:10.731385Z digest=sha256:caf1dcc29fb9a2057074bd2548167eaa4640e30b3a7f4cdbf03cfb8b0040e0b9

Observation 2f07449f-37ba-4686-a3c2-f48ad9e74c7f · outbound

This paper cites On the rate of convergence of estimating the Hurst parameter of rough stochastic volatility models.

Pointwise Hurst Estimation via Scale Accumulation: A Noise-Robust Approach for Rough Volatility On the rate of convergence of estimating the Hurst parameter of rough stochastic volatility models

Reference 5

Resolution
verified exact
arxiv_id, observed 2026-07-04T20:40:08.752252Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

source=pdf_text observed=2026-06-25T19:43:10.731385Z digest=sha256:f756efc96c7159b7296080f4ecf0fc403a3992147cd081f3bdb48a44dc04322f

Observation 67f4ee9f-b09a-4615-a9b0-edc3866188b9 · outbound

This paper cites Is Volatility Rough ?.

Pointwise Hurst Estimation via Scale Accumulation: A Noise-Robust Approach for Rough Volatility Is Volatility Rough ?

Reference 6

Resolution
verified exact
local_arxiv, observed 2026-07-04T20:40:08.757672Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

source=pdf_text observed=2026-06-25T19:43:10.731385Z digest=sha256:ae2febe5e3735d2b6815f9740851413c34580597fb62c3f115eb9651b7ca41a4

Observation fe93aa8d-49ae-4553-a8d2-e17d2aed3c90 · outbound

This paper cites Bolko, K.

Pointwise Hurst Estimation via Scale Accumulation: A Noise-Robust Approach for Rough Volatility Bolko, K

Reference 7

Resolution
unresolved
no resolver link, observed 2026-06-25T19:43:10.731385Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-06-25T19:43:10.731385Z digest=sha256:2f5a9ac7d697674e7875e41695d29a03f97b04cf8a4871c36f7156f4ee4c0da7

Observation 2dca4a3c-5a18-44b7-bb07-6bb081d803b6 · outbound

This paper cites an unresolved cited work.

Pointwise Hurst Estimation via Scale Accumulation: A Noise-Robust Approach for Rough Volatility Unresolved cited work

Reference 8

Resolution
unresolved
no resolver link, observed 2026-06-25T19:43:10.731385Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-06-25T19:43:10.731385Z digest=sha256:4e3babb130279d564a86fd1a3da04c026991dff128ce7fad135e5723e1d287b4

Observation b8eb3919-ff7c-45b2-8d1a-0e2d749e706a · outbound

This paper cites Nourdin,Selected Aspects of Fractional Brownian Motion, Springer, 2012.

Pointwise Hurst Estimation via Scale Accumulation: A Noise-Robust Approach for Rough Volatility Nourdin,Selected Aspects of Fractional Brownian Motion, Springer, 2012

Reference 9

Resolution
unresolved
no resolver link, observed 2026-06-25T19:43:10.731385Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-06-25T19:43:10.731385Z digest=sha256:9dbb9572ed34ad3a5084392c55001713501e6b72898890354eeab0d2f2b6233c

Observation 590b469a-bd50-4af8-974d-23b6032e4af4 · outbound

This paper cites Petkeviˇ cius,A 0-1 Law for Multifractal Spectra via the HGDS Scale Derivative, preprint, 2026.

Pointwise Hurst Estimation via Scale Accumulation: A Noise-Robust Approach for Rough Volatility Petkeviˇ cius,A 0-1 Law for Multifractal Spectra via the HGDS Scale Derivative, preprint, 2026

Reference 10

Resolution
unresolved
no resolver link, observed 2026-06-25T19:43:10.731385Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-06-25T19:43:10.731385Z digest=sha256:5b032ce77b2d0e76f9184ab767d85b2a3e991957f332453602b9143b8c37b4dd

Pith citing papers

No inbound Pith citation observations are available.