{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2011:FRWUUMYHLSSRSCHL76T4BOVVQI","short_pith_number":"pith:FRWUUMYH","schema_version":"1.0","canonical_sha256":"2c6d4a33075ca51908ebffa7c0bab582286a58e44f34249df44b364376f00a7d","source":{"kind":"arxiv","id":"1102.2872","version":1},"attestation_state":"computed","paper":{"title":"Identification of the Multivariate Fractional Brownian Motion","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"Jean-Fran\\c{c}ois Coeurjolly (GIPSA-lab, LJK), Pierre-Olivier Amblard (GIPSA-lab)","submitted_at":"2011-02-14T20:05:31Z","abstract_excerpt":"This paper deals with the identification of the multivariate fractional Brownian motion, a recently developed extension of the fractional Brownian motion to the multivariate case. This process is a $p$-multivariate self-similar Gaussian process parameterized by $p$ different Hurst exponents $H_i$, $p$ scaling coefficients $\\sigma_i$ (of each component) and also by $p(p-1)$ coefficients $\\rho_{ij},\\eta_{ij}$ (for $i,j=1,...,p$ with $j>i$) allowing two components to be more or less strongly correlated and allowing the process to be time reversible or not. We investigate the use of discrete filte"},"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":"1102.2872","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2011-02-14T20:05:31Z","cross_cats_sorted":["stat.TH"],"title_canon_sha256":"866749a9b4b78da9d50b2e559fa8bd5f87b124b4775f90687610daf8fcbe40a9","abstract_canon_sha256":"7410b7af2b95ceb927a873ff27c4733057026cfb039934445b639e3c19a5fc35"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T04:08:22.287676Z","signature_b64":"0edF6XfHP/MM6GB7q/PBw/BovPEn+ZJo3eKqsmatpBlbdM27Vro/01nnoF5joANFTAZ3CST8LH9AMmJ/dQvrAw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"2c6d4a33075ca51908ebffa7c0bab582286a58e44f34249df44b364376f00a7d","last_reissued_at":"2026-05-18T04:08:22.287260Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T04:08:22.287260Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Identification of the Multivariate Fractional Brownian Motion","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"Jean-Fran\\c{c}ois Coeurjolly (GIPSA-lab, LJK), Pierre-Olivier Amblard (GIPSA-lab)","submitted_at":"2011-02-14T20:05:31Z","abstract_excerpt":"This paper deals with the identification of the multivariate fractional Brownian motion, a recently developed extension of the fractional Brownian motion to the multivariate case. This process is a $p$-multivariate self-similar Gaussian process parameterized by $p$ different Hurst exponents $H_i$, $p$ scaling coefficients $\\sigma_i$ (of each component) and also by $p(p-1)$ coefficients $\\rho_{ij},\\eta_{ij}$ (for $i,j=1,...,p$ with $j>i$) allowing two components to be more or less strongly correlated and allowing the process to be time reversible or not. We investigate the use of discrete filte"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1102.2872","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"},"aliases":[{"alias_kind":"arxiv","alias_value":"1102.2872","created_at":"2026-05-18T04:08:22.287321+00:00"},{"alias_kind":"arxiv_version","alias_value":"1102.2872v1","created_at":"2026-05-18T04:08:22.287321+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1102.2872","created_at":"2026-05-18T04:08:22.287321+00:00"},{"alias_kind":"pith_short_12","alias_value":"FRWUUMYHLSSR","created_at":"2026-05-18T12:26:28.662955+00:00"},{"alias_kind":"pith_short_16","alias_value":"FRWUUMYHLSSRSCHL","created_at":"2026-05-18T12:26:28.662955+00:00"},{"alias_kind":"pith_short_8","alias_value":"FRWUUMYH","created_at":"2026-05-18T12:26:28.662955+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/FRWUUMYHLSSRSCHL76T4BOVVQI","json":"https://pith.science/pith/FRWUUMYHLSSRSCHL76T4BOVVQI.json","graph_json":"https://pith.science/api/pith-number/FRWUUMYHLSSRSCHL76T4BOVVQI/graph.json","events_json":"https://pith.science/api/pith-number/FRWUUMYHLSSRSCHL76T4BOVVQI/events.json","paper":"https://pith.science/paper/FRWUUMYH"},"agent_actions":{"view_html":"https://pith.science/pith/FRWUUMYHLSSRSCHL76T4BOVVQI","download_json":"https://pith.science/pith/FRWUUMYHLSSRSCHL76T4BOVVQI.json","view_paper":"https://pith.science/paper/FRWUUMYH","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1102.2872&json=true","fetch_graph":"https://pith.science/api/pith-number/FRWUUMYHLSSRSCHL76T4BOVVQI/graph.json","fetch_events":"https://pith.science/api/pith-number/FRWUUMYHLSSRSCHL76T4BOVVQI/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/FRWUUMYHLSSRSCHL76T4BOVVQI/action/timestamp_anchor","attest_storage":"https://pith.science/pith/FRWUUMYHLSSRSCHL76T4BOVVQI/action/storage_attestation","attest_author":"https://pith.science/pith/FRWUUMYHLSSRSCHL76T4BOVVQI/action/author_attestation","sign_citation":"https://pith.science/pith/FRWUUMYHLSSRSCHL76T4BOVVQI/action/citation_signature","submit_replication":"https://pith.science/pith/FRWUUMYHLSSRSCHL76T4BOVVQI/action/replication_record"}},"created_at":"2026-05-18T04:08:22.287321+00:00","updated_at":"2026-05-18T04:08:22.287321+00:00"}