{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2019:3JUYJEVVN4FZWNPZQR745DBUZH","short_pith_number":"pith:3JUYJEVV","schema_version":"1.0","canonical_sha256":"da698492b56f0b9b35f9847fce8c34c9ef482d3cf2ae23302a3e8850603e5deb","source":{"kind":"arxiv","id":"1902.03773","version":1},"attestation_state":"computed","paper":{"title":"Strict Stationarity Testing and GLAD Estimation of Double Autoregressive Models","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"Dong Li, Muyi Li, Shaojun Guo","submitted_at":"2019-02-11T08:28:52Z","abstract_excerpt":"In this article we develop a tractable procedure for testing strict stationarity in a double autoregressive model and formulate the problem as testing if the top Lyapunov exponent is negative. Without strict stationarity assumption, we construct a consistent estimator of the associated top Lyapunov exponent and employ a random weighting approach for its variance estimation, which in turn are used in a t-type test. We also propose a GLAD estimation for parameters of interest, relaxing key assumptions on the commonly used QMLE. All estimators, except for the intercept, are shown to be consistent"},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1902.03773","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2019-02-11T08:28:52Z","cross_cats_sorted":["stat.TH"],"title_canon_sha256":"3dc4ece6fb2cf49ec679a072835d18ac6549a0ecc1d7da2a8188792c56c78306","abstract_canon_sha256":"ab9ae93623126b79706739bfe1807ed2f09013343f8a7d2ffd6c95aa51dc969a"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:54:19.603951Z","signature_b64":"V6LPrV8GKOSj5QXPXcOUPttgSc6JxPTpCEcA6/cSV6A5MhZAsshP9dgLd4dMcVW+WWBAu4vaifqrKTiF3ryfCw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"da698492b56f0b9b35f9847fce8c34c9ef482d3cf2ae23302a3e8850603e5deb","last_reissued_at":"2026-05-17T23:54:19.603428Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:54:19.603428Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Strict Stationarity Testing and GLAD Estimation of Double Autoregressive Models","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"Dong Li, Muyi Li, Shaojun Guo","submitted_at":"2019-02-11T08:28:52Z","abstract_excerpt":"In this article we develop a tractable procedure for testing strict stationarity in a double autoregressive model and formulate the problem as testing if the top Lyapunov exponent is negative. Without strict stationarity assumption, we construct a consistent estimator of the associated top Lyapunov exponent and employ a random weighting approach for its variance estimation, which in turn are used in a t-type test. We also propose a GLAD estimation for parameters of interest, relaxing key assumptions on the commonly used QMLE. All estimators, except for the intercept, are shown to be consistent"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1902.03773","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"aliases":[{"alias_kind":"arxiv","alias_value":"1902.03773","created_at":"2026-05-17T23:54:19.603509+00:00"},{"alias_kind":"arxiv_version","alias_value":"1902.03773v1","created_at":"2026-05-17T23:54:19.603509+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1902.03773","created_at":"2026-05-17T23:54:19.603509+00:00"},{"alias_kind":"pith_short_12","alias_value":"3JUYJEVVN4FZ","created_at":"2026-05-18T12:33:07.085635+00:00"},{"alias_kind":"pith_short_16","alias_value":"3JUYJEVVN4FZWNPZ","created_at":"2026-05-18T12:33:07.085635+00:00"},{"alias_kind":"pith_short_8","alias_value":"3JUYJEVV","created_at":"2026-05-18T12:33:07.085635+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/3JUYJEVVN4FZWNPZQR745DBUZH","json":"https://pith.science/pith/3JUYJEVVN4FZWNPZQR745DBUZH.json","graph_json":"https://pith.science/api/pith-number/3JUYJEVVN4FZWNPZQR745DBUZH/graph.json","events_json":"https://pith.science/api/pith-number/3JUYJEVVN4FZWNPZQR745DBUZH/events.json","paper":"https://pith.science/paper/3JUYJEVV"},"agent_actions":{"view_html":"https://pith.science/pith/3JUYJEVVN4FZWNPZQR745DBUZH","download_json":"https://pith.science/pith/3JUYJEVVN4FZWNPZQR745DBUZH.json","view_paper":"https://pith.science/paper/3JUYJEVV","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1902.03773&json=true","fetch_graph":"https://pith.science/api/pith-number/3JUYJEVVN4FZWNPZQR745DBUZH/graph.json","fetch_events":"https://pith.science/api/pith-number/3JUYJEVVN4FZWNPZQR745DBUZH/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/3JUYJEVVN4FZWNPZQR745DBUZH/action/timestamp_anchor","attest_storage":"https://pith.science/pith/3JUYJEVVN4FZWNPZQR745DBUZH/action/storage_attestation","attest_author":"https://pith.science/pith/3JUYJEVVN4FZWNPZQR745DBUZH/action/author_attestation","sign_citation":"https://pith.science/pith/3JUYJEVVN4FZWNPZQR745DBUZH/action/citation_signature","submit_replication":"https://pith.science/pith/3JUYJEVVN4FZWNPZQR745DBUZH/action/replication_record"}},"created_at":"2026-05-17T23:54:19.603509+00:00","updated_at":"2026-05-17T23:54:19.603509+00:00"}