{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2019:DOG5KQA2KF5P4QUESZD2MZL74X","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":"895faaa2f5c68dcc6583d01e03cabde15d5becaca81871225582b7428eb709c9","cross_cats_sorted":["stat.ME"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.CO","submitted_at":"2019-08-19T14:38:23Z","title_canon_sha256":"f970a00430a0e9815581825502f063c8e38961f89037c0e8d1f21c2dfac05637"},"schema_version":"1.0","source":{"id":"1908.06835","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1908.06835","created_at":"2026-07-04T23:58:19Z"},{"alias_kind":"arxiv_version","alias_value":"1908.06835v1","created_at":"2026-07-04T23:58:19Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1908.06835","created_at":"2026-07-04T23:58:19Z"},{"alias_kind":"pith_short_12","alias_value":"DOG5KQA2KF5P","created_at":"2026-07-04T23:58:19Z"},{"alias_kind":"pith_short_16","alias_value":"DOG5KQA2KF5P4QUE","created_at":"2026-07-04T23:58:19Z"},{"alias_kind":"pith_short_8","alias_value":"DOG5KQA2","created_at":"2026-07-04T23:58:19Z"}],"graph_snapshots":[{"event_id":"sha256:b9ddfde574c3d90351dd83a4c6d11a937bc8c1de4db9ddfff011b2d47d290493","target":"graph","created_at":"2026-07-04T23:58:19Z","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/1908.06835/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"Generalized autoregressive conditionally heteroskedastic (GARCH) processes are widely used for modelling features commonly found in observed financial returns. The extremal properties of these processes are of considerable interest for market risk management. For the simplest GARCH(p,q) process, with max(p,q) = 1, all extremal features have been fully characterised. Although the marginal features of extreme values of the process have been theoretically characterised when max(p, q) >= 2, much remains to be found about both marginal and dependence structure during extreme excursions. Specificall","authors_text":"Fabrizio Laurini, Jonathan A. Tawn, Paul Fearnhead","cross_cats":["stat.ME"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.CO","submitted_at":"2019-08-19T14:38:23Z","title":"Evaluation of extremal properties of GARCH(p,q) processes"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1908.06835","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:fd52bad352d31c243f6c054c2da5a98228924fcf9bba95705a6ce192b7b4a935","target":"record","created_at":"2026-07-04T23:58:19Z","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":"895faaa2f5c68dcc6583d01e03cabde15d5becaca81871225582b7428eb709c9","cross_cats_sorted":["stat.ME"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.CO","submitted_at":"2019-08-19T14:38:23Z","title_canon_sha256":"f970a00430a0e9815581825502f063c8e38961f89037c0e8d1f21c2dfac05637"},"schema_version":"1.0","source":{"id":"1908.06835","kind":"arxiv","version":1}},"canonical_sha256":"1b8dd5401a517afe42849647a6657fe5cbb3276d7faf408ba503018bb47c443d","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"1b8dd5401a517afe42849647a6657fe5cbb3276d7faf408ba503018bb47c443d","first_computed_at":"2026-07-04T23:58:19.891551Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-04T23:58:19.891551Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"M5f5XdPW3LBkB8uCTP4pxkx64bSWgh1mU+nGolX+UTLZ5nvl6owGM7NOz7t8xSGuDT7RruOhAYieQ6x/n0VJCg==","signature_status":"signed_v1","signed_at":"2026-07-04T23:58:19.891890Z","signed_message":"canonical_sha256_bytes"},"source_id":"1908.06835","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:fd52bad352d31c243f6c054c2da5a98228924fcf9bba95705a6ce192b7b4a935","sha256:b9ddfde574c3d90351dd83a4c6d11a937bc8c1de4db9ddfff011b2d47d290493"],"state_sha256":"a98d8873feb8e8f5c1e842f1f0e121eb4aaea70ba7bc4dffd71d352b87677293"}