{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2014:7NEJ3KROL74WJJDWIFJASCJMYQ","short_pith_number":"pith:7NEJ3KRO","schema_version":"1.0","canonical_sha256":"fb489daa2e5ff964a476415209092cc404e44b05102db8ce53594d2e39c96105","source":{"kind":"arxiv","id":"1407.1347","version":2},"attestation_state":"computed","paper":{"title":"Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.ME","stat.TH"],"primary_cat":"math.ST","authors_text":"D.S. Poskitt, Gael M. Martin, Kanchana Nadarajah","submitted_at":"2014-07-05T00:07:49Z","abstract_excerpt":"We provide a comprehensive set of new results on the impact of mis-specifying the short run dynamics in fractionally integrated processes. We show that four alternative parametric estimators - frequency domain maximum likelihood, Whittle, time domain maximum likelihood and conditional sum of squares - converge to the same pseudo-true value under common mis-specification, and that they possess a common asymptotic distribution. The results are derived assuming a completely general parametric specification for the short run dynamics of the estimated (mis-specified) fractional model, and with long"},"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":"1407.1347","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2014-07-05T00:07:49Z","cross_cats_sorted":["stat.ME","stat.TH"],"title_canon_sha256":"50e83c52ea4b0c3fd96623e5130b6f72b080971fe0c4a4b4432de7b1b1a214f2","abstract_canon_sha256":"f5426c24612b08a2a150ce1736bd6dcf53db75e5716c0d2c535b3ceac3311950"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:02:46.133178Z","signature_b64":"jtVGlagchqYSgKvnmZOz8KaCEgb0kaXOSqeY3HyyGm8L7z97R74TYrN44+Bb8Smxuldio6GgWstkZGk0NQvHBw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"fb489daa2e5ff964a476415209092cc404e44b05102db8ce53594d2e39c96105","last_reissued_at":"2026-05-18T00:02:46.132719Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:02:46.132719Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.ME","stat.TH"],"primary_cat":"math.ST","authors_text":"D.S. Poskitt, Gael M. Martin, Kanchana Nadarajah","submitted_at":"2014-07-05T00:07:49Z","abstract_excerpt":"We provide a comprehensive set of new results on the impact of mis-specifying the short run dynamics in fractionally integrated processes. We show that four alternative parametric estimators - frequency domain maximum likelihood, Whittle, time domain maximum likelihood and conditional sum of squares - converge to the same pseudo-true value under common mis-specification, and that they possess a common asymptotic distribution. The results are derived assuming a completely general parametric specification for the short run dynamics of the estimated (mis-specified) fractional model, and with long"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1407.1347","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":""},"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":"1407.1347","created_at":"2026-05-18T00:02:46.132787+00:00"},{"alias_kind":"arxiv_version","alias_value":"1407.1347v2","created_at":"2026-05-18T00:02:46.132787+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1407.1347","created_at":"2026-05-18T00:02:46.132787+00:00"},{"alias_kind":"pith_short_12","alias_value":"7NEJ3KROL74W","created_at":"2026-05-18T12:28:19.803747+00:00"},{"alias_kind":"pith_short_16","alias_value":"7NEJ3KROL74WJJDW","created_at":"2026-05-18T12:28:19.803747+00:00"},{"alias_kind":"pith_short_8","alias_value":"7NEJ3KRO","created_at":"2026-05-18T12:28:19.803747+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/7NEJ3KROL74WJJDWIFJASCJMYQ","json":"https://pith.science/pith/7NEJ3KROL74WJJDWIFJASCJMYQ.json","graph_json":"https://pith.science/api/pith-number/7NEJ3KROL74WJJDWIFJASCJMYQ/graph.json","events_json":"https://pith.science/api/pith-number/7NEJ3KROL74WJJDWIFJASCJMYQ/events.json","paper":"https://pith.science/paper/7NEJ3KRO"},"agent_actions":{"view_html":"https://pith.science/pith/7NEJ3KROL74WJJDWIFJASCJMYQ","download_json":"https://pith.science/pith/7NEJ3KROL74WJJDWIFJASCJMYQ.json","view_paper":"https://pith.science/paper/7NEJ3KRO","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1407.1347&json=true","fetch_graph":"https://pith.science/api/pith-number/7NEJ3KROL74WJJDWIFJASCJMYQ/graph.json","fetch_events":"https://pith.science/api/pith-number/7NEJ3KROL74WJJDWIFJASCJMYQ/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/7NEJ3KROL74WJJDWIFJASCJMYQ/action/timestamp_anchor","attest_storage":"https://pith.science/pith/7NEJ3KROL74WJJDWIFJASCJMYQ/action/storage_attestation","attest_author":"https://pith.science/pith/7NEJ3KROL74WJJDWIFJASCJMYQ/action/author_attestation","sign_citation":"https://pith.science/pith/7NEJ3KROL74WJJDWIFJASCJMYQ/action/citation_signature","submit_replication":"https://pith.science/pith/7NEJ3KROL74WJJDWIFJASCJMYQ/action/replication_record"}},"created_at":"2026-05-18T00:02:46.132787+00:00","updated_at":"2026-05-18T00:02:46.132787+00:00"}