{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2018:7KRDQ43R6G6QJFBM6FUIBJ7FIF","short_pith_number":"pith:7KRDQ43R","canonical_record":{"source":{"id":"1810.04725","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2018-10-10T19:37:15Z","cross_cats_sorted":["q-fin.ST","stat.ME","stat.TH"],"title_canon_sha256":"cf3b5c291b6ecb322c66d299b818d429cc4cd3702578422cbb86167f1dcc49b8","abstract_canon_sha256":"62a68edd85aa4b932b93930a8eea5fd5e2ac3ec00b3e2751454d9ea8de002bd0"},"schema_version":"1.0"},"canonical_sha256":"faa2387371f1bd04942cf16880a7e5417ba4473c710dabe3bd75c6c70c36db5f","source":{"kind":"arxiv","id":"1810.04725","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1810.04725","created_at":"2026-07-05T00:17:48Z"},{"alias_kind":"arxiv_version","alias_value":"1810.04725v2","created_at":"2026-07-05T00:17:48Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1810.04725","created_at":"2026-07-05T00:17:48Z"},{"alias_kind":"pith_short_12","alias_value":"7KRDQ43R6G6Q","created_at":"2026-07-05T00:17:48Z"},{"alias_kind":"pith_short_16","alias_value":"7KRDQ43R6G6QJFBM","created_at":"2026-07-05T00:17:48Z"},{"alias_kind":"pith_short_8","alias_value":"7KRDQ43R","created_at":"2026-07-05T00:17:48Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2018:7KRDQ43R6G6QJFBM6FUIBJ7FIF","target":"record","payload":{"canonical_record":{"source":{"id":"1810.04725","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2018-10-10T19:37:15Z","cross_cats_sorted":["q-fin.ST","stat.ME","stat.TH"],"title_canon_sha256":"cf3b5c291b6ecb322c66d299b818d429cc4cd3702578422cbb86167f1dcc49b8","abstract_canon_sha256":"62a68edd85aa4b932b93930a8eea5fd5e2ac3ec00b3e2751454d9ea8de002bd0"},"schema_version":"1.0"},"canonical_sha256":"faa2387371f1bd04942cf16880a7e5417ba4473c710dabe3bd75c6c70c36db5f","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T00:17:48.228308Z","signature_b64":"9UXlQI7khpoQp+gsvF19GBC6sOiTF+Jqa6d0xADEvC4hZzt0wJB3Zp4i55pIBphOE1m/YJKCh2qh3p7lvjvKAw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"faa2387371f1bd04942cf16880a7e5417ba4473c710dabe3bd75c6c70c36db5f","last_reissued_at":"2026-07-05T00:17:48.227850Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T00:17:48.227850Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1810.04725","source_version":2,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-07-05T00:17:48Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"k+3qJf1xfxfy8tZ8LOvavb5By0AGHOw/EICfI5VIIZBMZmOwvCQPJf7ZTg9E+N24a0Pg+gCMMgsl9Mzw6CcjBQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-11T20:16:20.465232Z"},"content_sha256":"4239b54246eee0fbdf018fdc1484dd216d12a24f3bbacd9a39161066e9aba9e9","schema_version":"1.0","event_id":"sha256:4239b54246eee0fbdf018fdc1484dd216d12a24f3bbacd9a39161066e9aba9e9"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2018:7KRDQ43R6G6QJFBM6FUIBJ7FIF","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Inference for Volatility Functionals of Multivariate It\\^o Semimartingales Observed with Jump and Noise","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.ST","stat.ME","stat.TH"],"primary_cat":"math.ST","authors_text":"Richard Y. Chen","submitted_at":"2018-10-10T19:37:15Z","abstract_excerpt":"This paper presents the nonparametric inference for nonlinear volatility functionals of general multivariate It\\^o semimartingales, in high-frequency and noisy setting. Pre-averaging and truncation enable simultaneous handling of noise and jumps. Second-order expansion reveals explicit biases and a pathway to bias correction. Estimators based on this framework achieve the optimal convergence rate. A class of stable central limit theorems are attained with estimable asymptotic covariance matrices. This paper form a basis for infill asymptotic results of, for example, the realized Laplace transf"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1810.04725","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/1810.04725/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"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":"2026-07-05T00:17:48Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"+Ibd+QZz6eCk7JFX0bSgEZgXa37o6j5yneKtSf/o8OkzY2jKKpPLmNm2fcv/MkM9bOPQcqrmh5Ury4g6XLD9Aw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-11T20:16:20.465745Z"},"content_sha256":"336dddb97df27c4a1e90600c08251c4b93136f409db465e3fd0e6631292cb245","schema_version":"1.0","event_id":"sha256:336dddb97df27c4a1e90600c08251c4b93136f409db465e3fd0e6631292cb245"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/7KRDQ43R6G6QJFBM6FUIBJ7FIF/bundle.json","state_url":"https://pith.science/pith/7KRDQ43R6G6QJFBM6FUIBJ7FIF/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/7KRDQ43R6G6QJFBM6FUIBJ7FIF/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":"2026-08-11T20:16:20Z","links":{"resolver":"https://pith.science/pith/7KRDQ43R6G6QJFBM6FUIBJ7FIF","bundle":"https://pith.science/pith/7KRDQ43R6G6QJFBM6FUIBJ7FIF/bundle.json","state":"https://pith.science/pith/7KRDQ43R6G6QJFBM6FUIBJ7FIF/state.json","well_known_bundle":"https://pith.science/.well-known/pith/7KRDQ43R6G6QJFBM6FUIBJ7FIF/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2018:7KRDQ43R6G6QJFBM6FUIBJ7FIF","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":"62a68edd85aa4b932b93930a8eea5fd5e2ac3ec00b3e2751454d9ea8de002bd0","cross_cats_sorted":["q-fin.ST","stat.ME","stat.TH"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2018-10-10T19:37:15Z","title_canon_sha256":"cf3b5c291b6ecb322c66d299b818d429cc4cd3702578422cbb86167f1dcc49b8"},"schema_version":"1.0","source":{"id":"1810.04725","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1810.04725","created_at":"2026-07-05T00:17:48Z"},{"alias_kind":"arxiv_version","alias_value":"1810.04725v2","created_at":"2026-07-05T00:17:48Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1810.04725","created_at":"2026-07-05T00:17:48Z"},{"alias_kind":"pith_short_12","alias_value":"7KRDQ43R6G6Q","created_at":"2026-07-05T00:17:48Z"},{"alias_kind":"pith_short_16","alias_value":"7KRDQ43R6G6QJFBM","created_at":"2026-07-05T00:17:48Z"},{"alias_kind":"pith_short_8","alias_value":"7KRDQ43R","created_at":"2026-07-05T00:17:48Z"}],"graph_snapshots":[{"event_id":"sha256:336dddb97df27c4a1e90600c08251c4b93136f409db465e3fd0e6631292cb245","target":"graph","created_at":"2026-07-05T00:17:48Z","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"},"integrity":{"available":true,"clean":true,"detectors_run":[],"endpoint":"/pith/1810.04725/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"This paper presents the nonparametric inference for nonlinear volatility functionals of general multivariate It\\^o semimartingales, in high-frequency and noisy setting. Pre-averaging and truncation enable simultaneous handling of noise and jumps. Second-order expansion reveals explicit biases and a pathway to bias correction. Estimators based on this framework achieve the optimal convergence rate. A class of stable central limit theorems are attained with estimable asymptotic covariance matrices. This paper form a basis for infill asymptotic results of, for example, the realized Laplace transf","authors_text":"Richard Y. Chen","cross_cats":["q-fin.ST","stat.ME","stat.TH"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2018-10-10T19:37:15Z","title":"Inference for Volatility Functionals of Multivariate It\\^o Semimartingales Observed with Jump and Noise"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1810.04725","kind":"arxiv","version":2},"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":"sha256:4239b54246eee0fbdf018fdc1484dd216d12a24f3bbacd9a39161066e9aba9e9","target":"record","created_at":"2026-07-05T00:17:48Z","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":"62a68edd85aa4b932b93930a8eea5fd5e2ac3ec00b3e2751454d9ea8de002bd0","cross_cats_sorted":["q-fin.ST","stat.ME","stat.TH"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2018-10-10T19:37:15Z","title_canon_sha256":"cf3b5c291b6ecb322c66d299b818d429cc4cd3702578422cbb86167f1dcc49b8"},"schema_version":"1.0","source":{"id":"1810.04725","kind":"arxiv","version":2}},"canonical_sha256":"faa2387371f1bd04942cf16880a7e5417ba4473c710dabe3bd75c6c70c36db5f","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"faa2387371f1bd04942cf16880a7e5417ba4473c710dabe3bd75c6c70c36db5f","first_computed_at":"2026-07-05T00:17:48.227850Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T00:17:48.227850Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"9UXlQI7khpoQp+gsvF19GBC6sOiTF+Jqa6d0xADEvC4hZzt0wJB3Zp4i55pIBphOE1m/YJKCh2qh3p7lvjvKAw==","signature_status":"signed_v1","signed_at":"2026-07-05T00:17:48.228308Z","signed_message":"canonical_sha256_bytes"},"source_id":"1810.04725","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:4239b54246eee0fbdf018fdc1484dd216d12a24f3bbacd9a39161066e9aba9e9","sha256:336dddb97df27c4a1e90600c08251c4b93136f409db465e3fd0e6631292cb245"],"state_sha256":"b250cd1076a4e91b4773329da055336ab0d17fb89ce3f86427b618e2a1a7db99"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"o4WYxcrfmwTjcYi1Edb/WmmpEJVPIOMxLHD6SfE5c1VfwQCd2ZgtAKpYHufCQsZcvO/ycETk6FcZKQvAVLgwBg==","signed_message":"bundle_sha256_bytes","signed_at":"2026-08-11T20:16:20.469734Z","bundle_sha256":"54685b21197afcd940ab9e7a3f5fe18f3d67baec660d2c8f7c31838476387ed3"}}