{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2013:5BVSZP4DH4GZDXXKC2KLFJMHEP","short_pith_number":"pith:5BVSZP4D","canonical_record":{"source":{"id":"1309.4667","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2013-09-18T14:51:52Z","cross_cats_sorted":["stat.TH"],"title_canon_sha256":"3d72294a5233d5ad0f5c94304b9d069370c9086b3e3b3586b3b17e35f7b6ef55","abstract_canon_sha256":"89d4fc5049db2c9d3738d74d17a887166a143f58a071e7c14cfca5c3cdc69bd0"},"schema_version":"1.0"},"canonical_sha256":"e86b2cbf833f0d91deea1694b2a58723f90c7f75c69103beb8b62c6d4318f73f","source":{"kind":"arxiv","id":"1309.4667","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1309.4667","created_at":"2026-05-18T03:00:49Z"},{"alias_kind":"arxiv_version","alias_value":"1309.4667v1","created_at":"2026-05-18T03:00:49Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1309.4667","created_at":"2026-05-18T03:00:49Z"},{"alias_kind":"pith_short_12","alias_value":"5BVSZP4DH4GZ","created_at":"2026-05-18T12:27:34Z"},{"alias_kind":"pith_short_16","alias_value":"5BVSZP4DH4GZDXXK","created_at":"2026-05-18T12:27:34Z"},{"alias_kind":"pith_short_8","alias_value":"5BVSZP4D","created_at":"2026-05-18T12:27:34Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2013:5BVSZP4DH4GZDXXKC2KLFJMHEP","target":"record","payload":{"canonical_record":{"source":{"id":"1309.4667","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2013-09-18T14:51:52Z","cross_cats_sorted":["stat.TH"],"title_canon_sha256":"3d72294a5233d5ad0f5c94304b9d069370c9086b3e3b3586b3b17e35f7b6ef55","abstract_canon_sha256":"89d4fc5049db2c9d3738d74d17a887166a143f58a071e7c14cfca5c3cdc69bd0"},"schema_version":"1.0"},"canonical_sha256":"e86b2cbf833f0d91deea1694b2a58723f90c7f75c69103beb8b62c6d4318f73f","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T03:00:49.226544Z","signature_b64":"Db8m7hWtMpXSUmhGddh1rkPcCfcnbRDIFXuPsP2IPYeiKJMMFOPauiv/6pyCny7PcfTiQuh09tf5IObyQc7QBA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"e86b2cbf833f0d91deea1694b2a58723f90c7f75c69103beb8b62c6d4318f73f","last_reissued_at":"2026-05-18T03:00:49.225710Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T03:00:49.225710Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1309.4667","source_version":1,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T03:00:49Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"LugIrAWEJ1+HRO8VdgtnKVEvehTC0a8ZIC/Fga26dw6hy7vLteqoALQzHbt80iWq8wHBNjP47aVp91uVzd6DAA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-06T21:15:28.943203Z"},"content_sha256":"812aaba1d0e59294e92ed4e921b9b5ce11f2ea2e972fa49b2e968bee23c296a9","schema_version":"1.0","event_id":"sha256:812aaba1d0e59294e92ed4e921b9b5ce11f2ea2e972fa49b2e968bee23c296a9"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2013:5BVSZP4DH4GZDXXKC2KLFJMHEP","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Volatility occupation times","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"George Tauchen, Jia Li, Viktor Todorov","submitted_at":"2013-09-18T14:51:52Z","abstract_excerpt":"We propose nonparametric estimators of the occupation measure and the occupation density of the diffusion coefficient (stochastic volatility) of a discretely observed It\\^{o} semimartingale on a fixed interval when the mesh of the observation grid shrinks to zero asymptotically. In a first step we estimate the volatility locally over blocks of shrinking length, and then in a second step we use these estimates to construct a sample analogue of the volatility occupation time and a kernel-based estimator of its density. We prove the consistency of our estimators and further derive bounds for thei"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1309.4667","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"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T03:00:49Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"vN31wiouk0HdFZA74mrEAqJpKORzZfIgoqD0UlboS27td7YgN0C1MhyFwUqLDXDTWpNwiNOoUNlD/k64z3F9BA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-06T21:15:28.943809Z"},"content_sha256":"79c4ee59f505d2c077e3f9574bdba90887e0efad5185c96fbc07f0a80f09a951","schema_version":"1.0","event_id":"sha256:79c4ee59f505d2c077e3f9574bdba90887e0efad5185c96fbc07f0a80f09a951"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/5BVSZP4DH4GZDXXKC2KLFJMHEP/bundle.json","state_url":"https://pith.science/pith/5BVSZP4DH4GZDXXKC2KLFJMHEP/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/5BVSZP4DH4GZDXXKC2KLFJMHEP/bundle.json","status":"primary"}],"public_keys":[{"key_id":"pith-v1-2026-05","algorithm":"ed25519","format":"raw","public_key_b64":"stVStoiQhXFxp4s2pdzPNoqVNBMojDU/fJ2db5S3CbM=","public_key_hex":"b2d552b68890857171a78b36a5dccf368a953413288c353f7c9d9d6f94b709b3","fingerprint_sha256_b32_first128bits":"RVFV5Z2OI2J3ZUO7ERDEBCYNKS","fingerprint_sha256_hex":"8d4b5ee74e4693bcd1df2446408b0d54","rotates_at":null,"url":"https://pith.science/pith-signing-key.json","notes":"Pith uses this Ed25519 key to sign canonical record SHA-256 digests. Verify with: ed25519_verify(public_key, message=canonical_sha256_bytes, signature=base64decode(signature_b64))."}],"merge_version":"pith-open-graph-merge-v1","built_at":"2026-06-06T21:15:28Z","links":{"resolver":"https://pith.science/pith/5BVSZP4DH4GZDXXKC2KLFJMHEP","bundle":"https://pith.science/pith/5BVSZP4DH4GZDXXKC2KLFJMHEP/bundle.json","state":"https://pith.science/pith/5BVSZP4DH4GZDXXKC2KLFJMHEP/state.json","well_known_bundle":"https://pith.science/.well-known/pith/5BVSZP4DH4GZDXXKC2KLFJMHEP/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2013:5BVSZP4DH4GZDXXKC2KLFJMHEP","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"89d4fc5049db2c9d3738d74d17a887166a143f58a071e7c14cfca5c3cdc69bd0","cross_cats_sorted":["stat.TH"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2013-09-18T14:51:52Z","title_canon_sha256":"3d72294a5233d5ad0f5c94304b9d069370c9086b3e3b3586b3b17e35f7b6ef55"},"schema_version":"1.0","source":{"id":"1309.4667","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1309.4667","created_at":"2026-05-18T03:00:49Z"},{"alias_kind":"arxiv_version","alias_value":"1309.4667v1","created_at":"2026-05-18T03:00:49Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1309.4667","created_at":"2026-05-18T03:00:49Z"},{"alias_kind":"pith_short_12","alias_value":"5BVSZP4DH4GZ","created_at":"2026-05-18T12:27:34Z"},{"alias_kind":"pith_short_16","alias_value":"5BVSZP4DH4GZDXXK","created_at":"2026-05-18T12:27:34Z"},{"alias_kind":"pith_short_8","alias_value":"5BVSZP4D","created_at":"2026-05-18T12:27:34Z"}],"graph_snapshots":[{"event_id":"sha256:79c4ee59f505d2c077e3f9574bdba90887e0efad5185c96fbc07f0a80f09a951","target":"graph","created_at":"2026-05-18T03:00:49Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"paper":{"abstract_excerpt":"We propose nonparametric estimators of the occupation measure and the occupation density of the diffusion coefficient (stochastic volatility) of a discretely observed It\\^{o} semimartingale on a fixed interval when the mesh of the observation grid shrinks to zero asymptotically. In a first step we estimate the volatility locally over blocks of shrinking length, and then in a second step we use these estimates to construct a sample analogue of the volatility occupation time and a kernel-based estimator of its density. We prove the consistency of our estimators and further derive bounds for thei","authors_text":"George Tauchen, Jia Li, Viktor Todorov","cross_cats":["stat.TH"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2013-09-18T14:51:52Z","title":"Volatility occupation times"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1309.4667","kind":"arxiv","version":1},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:812aaba1d0e59294e92ed4e921b9b5ce11f2ea2e972fa49b2e968bee23c296a9","target":"record","created_at":"2026-05-18T03:00:49Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"89d4fc5049db2c9d3738d74d17a887166a143f58a071e7c14cfca5c3cdc69bd0","cross_cats_sorted":["stat.TH"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2013-09-18T14:51:52Z","title_canon_sha256":"3d72294a5233d5ad0f5c94304b9d069370c9086b3e3b3586b3b17e35f7b6ef55"},"schema_version":"1.0","source":{"id":"1309.4667","kind":"arxiv","version":1}},"canonical_sha256":"e86b2cbf833f0d91deea1694b2a58723f90c7f75c69103beb8b62c6d4318f73f","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"e86b2cbf833f0d91deea1694b2a58723f90c7f75c69103beb8b62c6d4318f73f","first_computed_at":"2026-05-18T03:00:49.225710Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T03:00:49.225710Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"Db8m7hWtMpXSUmhGddh1rkPcCfcnbRDIFXuPsP2IPYeiKJMMFOPauiv/6pyCny7PcfTiQuh09tf5IObyQc7QBA==","signature_status":"signed_v1","signed_at":"2026-05-18T03:00:49.226544Z","signed_message":"canonical_sha256_bytes"},"source_id":"1309.4667","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:812aaba1d0e59294e92ed4e921b9b5ce11f2ea2e972fa49b2e968bee23c296a9","sha256:79c4ee59f505d2c077e3f9574bdba90887e0efad5185c96fbc07f0a80f09a951"],"state_sha256":"4fb1ce1862d090f2fc216a322385cc673d17f60442dc6a8efdccac1f1049869b"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"L9sVga8kIEbanNPEnv+psMB+cWEXr/0DHXf5eT6zNGnN+WfHDRDtpE/SreOYBrPnE/ZnlIbcbR5CVvuYFgNSAA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-06T21:15:28.947156Z","bundle_sha256":"9dd8f15e27b119cff5f126f7c4594ecb6216d91b317059c08cf23dc63da473c7"}}