{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2010:H4HKIWIMMSBBNDVBEEY7JKCIAJ","short_pith_number":"pith:H4HKIWIM","canonical_record":{"source":{"id":"1011.2635","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2010-11-11T12:47:07Z","cross_cats_sorted":["stat.TH"],"title_canon_sha256":"fb8592abd38d3a72293d0f51506cd67025f80947435c4c999ebd806b291a48d5","abstract_canon_sha256":"23d0872dd5a97d83cf922a3ab18896e6205fa37dd5197b2a5944b9ac9de72134"},"schema_version":"1.0"},"canonical_sha256":"3f0ea4590c6482168ea12131f4a84802700cea698a15e31c6e20a7eb1d0ad7a0","source":{"kind":"arxiv","id":"1011.2635","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1011.2635","created_at":"2026-05-18T01:09:22Z"},{"alias_kind":"arxiv_version","alias_value":"1011.2635v1","created_at":"2026-05-18T01:09:22Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1011.2635","created_at":"2026-05-18T01:09:22Z"},{"alias_kind":"pith_short_12","alias_value":"H4HKIWIMMSBB","created_at":"2026-05-18T12:26:07Z"},{"alias_kind":"pith_short_16","alias_value":"H4HKIWIMMSBBNDVB","created_at":"2026-05-18T12:26:07Z"},{"alias_kind":"pith_short_8","alias_value":"H4HKIWIM","created_at":"2026-05-18T12:26:07Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2010:H4HKIWIMMSBBNDVBEEY7JKCIAJ","target":"record","payload":{"canonical_record":{"source":{"id":"1011.2635","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2010-11-11T12:47:07Z","cross_cats_sorted":["stat.TH"],"title_canon_sha256":"fb8592abd38d3a72293d0f51506cd67025f80947435c4c999ebd806b291a48d5","abstract_canon_sha256":"23d0872dd5a97d83cf922a3ab18896e6205fa37dd5197b2a5944b9ac9de72134"},"schema_version":"1.0"},"canonical_sha256":"3f0ea4590c6482168ea12131f4a84802700cea698a15e31c6e20a7eb1d0ad7a0","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T01:09:22.082024Z","signature_b64":"xSfmY958Dlmof7ftSKZ+77VpO9+pd/R/kcvVhsk9W9WnJ3rSzvPPCA3vJ/AdFo6gEb3pBI0udRhl7Oi6YqFXBQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"3f0ea4590c6482168ea12131f4a84802700cea698a15e31c6e20a7eb1d0ad7a0","last_reissued_at":"2026-05-18T01:09:22.081649Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T01:09:22.081649Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1011.2635","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":"2026-05-18T01:09:22Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"aPPnB9B+03VM3h+79m0TbSv9HVYyfBH+j/TYSh73SNeu6b4uSxecVi51+DQMFEpetgkjcjAJQ0EKkXGxyQ8UDQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-02T06:47:09.702357Z"},"content_sha256":"9e4fbf9c03749796a678526666f115daac1fb19c0be5ed6deb95af8e5a73e2ad","schema_version":"1.0","event_id":"sha256:9e4fbf9c03749796a678526666f115daac1fb19c0be5ed6deb95af8e5a73e2ad"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2010:H4HKIWIMMSBBNDVBEEY7JKCIAJ","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Is Brownian motion necessary to model high-frequency data?","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"Jean Jacod, Yacine A\\\"it-Sahalia","submitted_at":"2010-11-11T12:47:07Z","abstract_excerpt":"This paper considers the problem of testing for the presence of a continuous part in a semimartingale sampled at high frequency. We provide two tests, one where the null hypothesis is that a continuous component is present, the other where the continuous component is absent, and the model is then driven by a pure jump process. When applied to high-frequency individual stock data, both tests point toward the need to include a continuous component in the model."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1011.2635","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":"2026-05-18T01:09:22Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"eYD6PcDGOUukw8+aPiu4X+5Gd7HCw2nd1Z7tEWY9eGG8qXJOAH1fUzDZBsVYjLzze+8ZkJfh6aJixv5NgZWUDg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-02T06:47:09.702708Z"},"content_sha256":"bdb06c62bc87a591686b1286957302a03c2a7259000e6909ddc097e9d3455c14","schema_version":"1.0","event_id":"sha256:bdb06c62bc87a591686b1286957302a03c2a7259000e6909ddc097e9d3455c14"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/H4HKIWIMMSBBNDVBEEY7JKCIAJ/bundle.json","state_url":"https://pith.science/pith/H4HKIWIMMSBBNDVBEEY7JKCIAJ/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/H4HKIWIMMSBBNDVBEEY7JKCIAJ/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":"2026-06-02T06:47:09Z","links":{"resolver":"https://pith.science/pith/H4HKIWIMMSBBNDVBEEY7JKCIAJ","bundle":"https://pith.science/pith/H4HKIWIMMSBBNDVBEEY7JKCIAJ/bundle.json","state":"https://pith.science/pith/H4HKIWIMMSBBNDVBEEY7JKCIAJ/state.json","well_known_bundle":"https://pith.science/.well-known/pith/H4HKIWIMMSBBNDVBEEY7JKCIAJ/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2010:H4HKIWIMMSBBNDVBEEY7JKCIAJ","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":"23d0872dd5a97d83cf922a3ab18896e6205fa37dd5197b2a5944b9ac9de72134","cross_cats_sorted":["stat.TH"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2010-11-11T12:47:07Z","title_canon_sha256":"fb8592abd38d3a72293d0f51506cd67025f80947435c4c999ebd806b291a48d5"},"schema_version":"1.0","source":{"id":"1011.2635","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1011.2635","created_at":"2026-05-18T01:09:22Z"},{"alias_kind":"arxiv_version","alias_value":"1011.2635v1","created_at":"2026-05-18T01:09:22Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1011.2635","created_at":"2026-05-18T01:09:22Z"},{"alias_kind":"pith_short_12","alias_value":"H4HKIWIMMSBB","created_at":"2026-05-18T12:26:07Z"},{"alias_kind":"pith_short_16","alias_value":"H4HKIWIMMSBBNDVB","created_at":"2026-05-18T12:26:07Z"},{"alias_kind":"pith_short_8","alias_value":"H4HKIWIM","created_at":"2026-05-18T12:26:07Z"}],"graph_snapshots":[{"event_id":"sha256:bdb06c62bc87a591686b1286957302a03c2a7259000e6909ddc097e9d3455c14","target":"graph","created_at":"2026-05-18T01:09:22Z","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":"This paper considers the problem of testing for the presence of a continuous part in a semimartingale sampled at high frequency. We provide two tests, one where the null hypothesis is that a continuous component is present, the other where the continuous component is absent, and the model is then driven by a pure jump process. When applied to high-frequency individual stock data, both tests point toward the need to include a continuous component in the model.","authors_text":"Jean Jacod, Yacine A\\\"it-Sahalia","cross_cats":["stat.TH"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2010-11-11T12:47:07Z","title":"Is Brownian motion necessary to model high-frequency data?"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1011.2635","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":"sha256:9e4fbf9c03749796a678526666f115daac1fb19c0be5ed6deb95af8e5a73e2ad","target":"record","created_at":"2026-05-18T01:09:22Z","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":"23d0872dd5a97d83cf922a3ab18896e6205fa37dd5197b2a5944b9ac9de72134","cross_cats_sorted":["stat.TH"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2010-11-11T12:47:07Z","title_canon_sha256":"fb8592abd38d3a72293d0f51506cd67025f80947435c4c999ebd806b291a48d5"},"schema_version":"1.0","source":{"id":"1011.2635","kind":"arxiv","version":1}},"canonical_sha256":"3f0ea4590c6482168ea12131f4a84802700cea698a15e31c6e20a7eb1d0ad7a0","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"3f0ea4590c6482168ea12131f4a84802700cea698a15e31c6e20a7eb1d0ad7a0","first_computed_at":"2026-05-18T01:09:22.081649Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T01:09:22.081649Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"xSfmY958Dlmof7ftSKZ+77VpO9+pd/R/kcvVhsk9W9WnJ3rSzvPPCA3vJ/AdFo6gEb3pBI0udRhl7Oi6YqFXBQ==","signature_status":"signed_v1","signed_at":"2026-05-18T01:09:22.082024Z","signed_message":"canonical_sha256_bytes"},"source_id":"1011.2635","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:9e4fbf9c03749796a678526666f115daac1fb19c0be5ed6deb95af8e5a73e2ad","sha256:bdb06c62bc87a591686b1286957302a03c2a7259000e6909ddc097e9d3455c14"],"state_sha256":"9bb53d5796538abced6bbc52bcaf5f2f28d99193b8d9a11a2e030d92898c2d0f"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"E7PAzUSx8IDEiiicxCAdVJrYAM/RMK82UnRPNW5C+zX4S6+BgpX9RCPViJHRyfwtqmJvg5l1SUDLrJfHnsJDAQ==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-02T06:47:09.704647Z","bundle_sha256":"4b518c9a8e3b2b2c8c8bfb7bc724ec547dad8603975498bfd418b603376e9ad0"}}