{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2017:CYMQNO6HMGUFHWC27M5EQLJY52","short_pith_number":"pith:CYMQNO6H","canonical_record":{"source":{"id":"1701.05358","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.CO","submitted_at":"2017-01-19T10:26:48Z","cross_cats_sorted":["stat.ME"],"title_canon_sha256":"3ee36679fa212cb93119a52abd82533bd2160fcc2e45b5fe99593bb99ba01a75","abstract_canon_sha256":"4fb88a90e0bee867e327f70c03d1ccb6b528a3df4f52c3e17bc667585115e8a6"},"schema_version":"1.0"},"canonical_sha256":"161906bbc761a853d85afb3a482d38eeb4961b0b8c5f486cee55e9ee6219432d","source":{"kind":"arxiv","id":"1701.05358","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1701.05358","created_at":"2026-05-18T00:52:22Z"},{"alias_kind":"arxiv_version","alias_value":"1701.05358v1","created_at":"2026-05-18T00:52:22Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1701.05358","created_at":"2026-05-18T00:52:22Z"},{"alias_kind":"pith_short_12","alias_value":"CYMQNO6HMGUF","created_at":"2026-05-18T12:31:10Z"},{"alias_kind":"pith_short_16","alias_value":"CYMQNO6HMGUFHWC2","created_at":"2026-05-18T12:31:10Z"},{"alias_kind":"pith_short_8","alias_value":"CYMQNO6H","created_at":"2026-05-18T12:31:10Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2017:CYMQNO6HMGUFHWC27M5EQLJY52","target":"record","payload":{"canonical_record":{"source":{"id":"1701.05358","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.CO","submitted_at":"2017-01-19T10:26:48Z","cross_cats_sorted":["stat.ME"],"title_canon_sha256":"3ee36679fa212cb93119a52abd82533bd2160fcc2e45b5fe99593bb99ba01a75","abstract_canon_sha256":"4fb88a90e0bee867e327f70c03d1ccb6b528a3df4f52c3e17bc667585115e8a6"},"schema_version":"1.0"},"canonical_sha256":"161906bbc761a853d85afb3a482d38eeb4961b0b8c5f486cee55e9ee6219432d","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:52:22.082727Z","signature_b64":"EIcvafZWWg/FL8aUd2FD9g3u5JvNYF2uBiHrNVPMzqa9r8d6Q9RnP8HEzO0DJV7GpxM04ZxDhWznIfSEMJ3ZBA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"161906bbc761a853d85afb3a482d38eeb4961b0b8c5f486cee55e9ee6219432d","last_reissued_at":"2026-05-18T00:52:22.082041Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:52:22.082041Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1701.05358","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":"2026-05-18T00:52:22Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"4E4+GxsLE8TMN1laK8p8yLyDIljH/3w6yengEvutO2w+j+qbSpUc934xbqGpvmyqmT7RjGhZ5rS23rTMkKgNBQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-24T21:06:13.473073Z"},"content_sha256":"f3b2cfa18df59a14d50bd3d651c9547c19729536ff91cbc0c6dd521997d81b69","schema_version":"1.0","event_id":"sha256:f3b2cfa18df59a14d50bd3d651c9547c19729536ff91cbc0c6dd521997d81b69"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2017:CYMQNO6HMGUFHWC27M5EQLJY52","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Smooth Transition HYGARCH Model: Stability and Forecasting","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.ME"],"primary_cat":"stat.CO","authors_text":"Ferdous Mohammadi, Saeid Rezakhah","submitted_at":"2017-01-19T10:26:48Z","abstract_excerpt":"HYGARCH process is the commonly used long memory process in modeling the long-rang dependence in volatility.\n  Financial time series are characterized by transition between phases of different volatility levels. The smooth transition HYGARCH (ST-HYGARCH) model is proposed to model time-varying structure with long memory property. The asymptotic behavior of the second moment is studied and an upper bound for it is derived. A score test is developed to check the smooth transition property. The asymptotic behavior of the proposed model and the score test is examined by simulation. The proposed mo"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1701.05358","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":"2026-05-18T00:52:22Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"MrzDwEpdlvUZGnM/cPwzkusjvbZIMi91kdk7wvlfHrd0L2BwRRXvZK5VUKX/4K2vhjI2Vv8uLQe/6/n0BuRIBQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-24T21:06:13.473429Z"},"content_sha256":"d97375c4532dde0b2eecbb31c65019b7e0233ba484e80bf4fd5498586f69ad07","schema_version":"1.0","event_id":"sha256:d97375c4532dde0b2eecbb31c65019b7e0233ba484e80bf4fd5498586f69ad07"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/CYMQNO6HMGUFHWC27M5EQLJY52/bundle.json","state_url":"https://pith.science/pith/CYMQNO6HMGUFHWC27M5EQLJY52/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/CYMQNO6HMGUFHWC27M5EQLJY52/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":"2026-06-24T21:06:13Z","links":{"resolver":"https://pith.science/pith/CYMQNO6HMGUFHWC27M5EQLJY52","bundle":"https://pith.science/pith/CYMQNO6HMGUFHWC27M5EQLJY52/bundle.json","state":"https://pith.science/pith/CYMQNO6HMGUFHWC27M5EQLJY52/state.json","well_known_bundle":"https://pith.science/.well-known/pith/CYMQNO6HMGUFHWC27M5EQLJY52/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2017:CYMQNO6HMGUFHWC27M5EQLJY52","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":"4fb88a90e0bee867e327f70c03d1ccb6b528a3df4f52c3e17bc667585115e8a6","cross_cats_sorted":["stat.ME"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.CO","submitted_at":"2017-01-19T10:26:48Z","title_canon_sha256":"3ee36679fa212cb93119a52abd82533bd2160fcc2e45b5fe99593bb99ba01a75"},"schema_version":"1.0","source":{"id":"1701.05358","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1701.05358","created_at":"2026-05-18T00:52:22Z"},{"alias_kind":"arxiv_version","alias_value":"1701.05358v1","created_at":"2026-05-18T00:52:22Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1701.05358","created_at":"2026-05-18T00:52:22Z"},{"alias_kind":"pith_short_12","alias_value":"CYMQNO6HMGUF","created_at":"2026-05-18T12:31:10Z"},{"alias_kind":"pith_short_16","alias_value":"CYMQNO6HMGUFHWC2","created_at":"2026-05-18T12:31:10Z"},{"alias_kind":"pith_short_8","alias_value":"CYMQNO6H","created_at":"2026-05-18T12:31:10Z"}],"graph_snapshots":[{"event_id":"sha256:d97375c4532dde0b2eecbb31c65019b7e0233ba484e80bf4fd5498586f69ad07","target":"graph","created_at":"2026-05-18T00:52:22Z","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":"HYGARCH process is the commonly used long memory process in modeling the long-rang dependence in volatility.\n  Financial time series are characterized by transition between phases of different volatility levels. The smooth transition HYGARCH (ST-HYGARCH) model is proposed to model time-varying structure with long memory property. The asymptotic behavior of the second moment is studied and an upper bound for it is derived. A score test is developed to check the smooth transition property. The asymptotic behavior of the proposed model and the score test is examined by simulation. The proposed mo","authors_text":"Ferdous Mohammadi, Saeid Rezakhah","cross_cats":["stat.ME"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.CO","submitted_at":"2017-01-19T10:26:48Z","title":"Smooth Transition HYGARCH Model: Stability and Forecasting"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1701.05358","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:f3b2cfa18df59a14d50bd3d651c9547c19729536ff91cbc0c6dd521997d81b69","target":"record","created_at":"2026-05-18T00:52:22Z","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":"4fb88a90e0bee867e327f70c03d1ccb6b528a3df4f52c3e17bc667585115e8a6","cross_cats_sorted":["stat.ME"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.CO","submitted_at":"2017-01-19T10:26:48Z","title_canon_sha256":"3ee36679fa212cb93119a52abd82533bd2160fcc2e45b5fe99593bb99ba01a75"},"schema_version":"1.0","source":{"id":"1701.05358","kind":"arxiv","version":1}},"canonical_sha256":"161906bbc761a853d85afb3a482d38eeb4961b0b8c5f486cee55e9ee6219432d","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"161906bbc761a853d85afb3a482d38eeb4961b0b8c5f486cee55e9ee6219432d","first_computed_at":"2026-05-18T00:52:22.082041Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:52:22.082041Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"EIcvafZWWg/FL8aUd2FD9g3u5JvNYF2uBiHrNVPMzqa9r8d6Q9RnP8HEzO0DJV7GpxM04ZxDhWznIfSEMJ3ZBA==","signature_status":"signed_v1","signed_at":"2026-05-18T00:52:22.082727Z","signed_message":"canonical_sha256_bytes"},"source_id":"1701.05358","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:f3b2cfa18df59a14d50bd3d651c9547c19729536ff91cbc0c6dd521997d81b69","sha256:d97375c4532dde0b2eecbb31c65019b7e0233ba484e80bf4fd5498586f69ad07"],"state_sha256":"88ce3fd7effeb88f2480dc527b310c19b50afa42e44fe14e97f22a2c948e541c"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"PK3yEvKvv8HKmSn6g1zj1nzbqmyI54+zm08RX//Eo3UhvSVbccz+QuXCdCEt6e1KxIfVBWMPj0fBR4GRKNRlCA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-24T21:06:13.475254Z","bundle_sha256":"947eb58a0b9dfa6ee9b22c8638944a698829009a1b896001724e8f397071693a"}}