{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2014:GWGTG7H3YOVPIGGX4GLMAFTKBF","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":"d60be8adf2050ae17e558af61d4ba5083ebdfdaaba5178a8e045fc9f14aacc6a","cross_cats_sorted":["math.NA","q-fin.ST"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.CO","submitted_at":"2014-04-02T18:26:02Z","title_canon_sha256":"94b0ed73caa19a1ac1a0d17872d731125d4b9fffc0a57d29d6da72aaee26aaa0"},"schema_version":"1.0","source":{"id":"1404.0651","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1404.0651","created_at":"2026-05-18T01:26:49Z"},{"alias_kind":"arxiv_version","alias_value":"1404.0651v1","created_at":"2026-05-18T01:26:49Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1404.0651","created_at":"2026-05-18T01:26:49Z"},{"alias_kind":"pith_short_12","alias_value":"GWGTG7H3YOVP","created_at":"2026-05-18T12:28:30Z"},{"alias_kind":"pith_short_16","alias_value":"GWGTG7H3YOVPIGGX","created_at":"2026-05-18T12:28:30Z"},{"alias_kind":"pith_short_8","alias_value":"GWGTG7H3","created_at":"2026-05-18T12:28:30Z"}],"graph_snapshots":[{"event_id":"sha256:fb15ec8bc9aead4d191050e864c0f581ca3e5b67b3f088a80b2ca02f872a939a","target":"graph","created_at":"2026-05-18T01:26:49Z","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":"In this paper we present nonparametric estimators for coefficients in stochastic differential equation if the data are described by independent, identically distributed random variables. The problem is formulated as a nonlinear ill-posed operator equation with a deterministic forward operator described by the Fokker-Planck equation. We derive convergence rates of the risk for penalized maximum likelihood estimators with convex penalty terms and for Newton-type methods. The assumptions of our general convergence results are verified for estimation of the drift coefficient. The advantages of log","authors_text":"Fabian Dunker, Thorsten Hohage","cross_cats":["math.NA","q-fin.ST"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.CO","submitted_at":"2014-04-02T18:26:02Z","title":"On parameter identification in stochastic differential equations by penalized maximum likelihood"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1404.0651","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:a7654ce774740a33b1a9e414897a5493261f3acbcf21b853f211b4b9d2dafd43","target":"record","created_at":"2026-05-18T01:26:49Z","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":"d60be8adf2050ae17e558af61d4ba5083ebdfdaaba5178a8e045fc9f14aacc6a","cross_cats_sorted":["math.NA","q-fin.ST"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.CO","submitted_at":"2014-04-02T18:26:02Z","title_canon_sha256":"94b0ed73caa19a1ac1a0d17872d731125d4b9fffc0a57d29d6da72aaee26aaa0"},"schema_version":"1.0","source":{"id":"1404.0651","kind":"arxiv","version":1}},"canonical_sha256":"358d337cfbc3aaf418d7e196c0166a094211e246efe65e51410d9cdec2b40818","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"358d337cfbc3aaf418d7e196c0166a094211e246efe65e51410d9cdec2b40818","first_computed_at":"2026-05-18T01:26:49.267793Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T01:26:49.267793Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"LjZp9TAac2doJnCF92w95YHH3aG11YqhsvSW1M1MH1jUjbnSjhTR0leGmSNNvjF8U6+YIkwLbUPlAx6gcNyhCA==","signature_status":"signed_v1","signed_at":"2026-05-18T01:26:49.268405Z","signed_message":"canonical_sha256_bytes"},"source_id":"1404.0651","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:a7654ce774740a33b1a9e414897a5493261f3acbcf21b853f211b4b9d2dafd43","sha256:fb15ec8bc9aead4d191050e864c0f581ca3e5b67b3f088a80b2ca02f872a939a"],"state_sha256":"74f9229ff3045d37173a1f43325bff7309c5be3be5516d6399215e4413024193"}