{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2018:I7ALWLETBA5AKYGOKKB4WGXTRA","short_pith_number":"pith:I7ALWLET","schema_version":"1.0","canonical_sha256":"47c0bb2c93083a0560ce5283cb1af38819125893dff4430b22bc403722be5f97","source":{"kind":"arxiv","id":"1805.11268","version":1},"attestation_state":"computed","paper":{"title":"Flexible Cholesky GARCH model with time dependent coefficients","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"Saeid Rezakhah, Toktam Valizadeh","submitted_at":"2018-05-29T06:57:20Z","abstract_excerpt":"Study of instantaneous dependence among several variable is important in many of the high-dimensional sciences. Multivariate GARCH models are as a standard approach for modelling time-varying covariance matrix such phenomena. Cholesky GARCH is one of these approaches where the time-varying covariance matrix can be written parsimoniously, containing variance components through a diagonal matrix and dependency components through a unit lower triangular matrix with regression coefficients as entries. In this paper, we proposed a stochastic structure for dependency components in Cholesky GARCH mod"},"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":"1805.11268","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2018-05-29T06:57:20Z","cross_cats_sorted":["stat.TH"],"title_canon_sha256":"4d9243644bc3a6c440503f8f52f1a663167988f29cd55cb2922ae787fb2c1357","abstract_canon_sha256":"fb226a38340ad08e66bbf061d17e7a56618cb2cf48bf97b252fe240d492869cc"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:14:43.101952Z","signature_b64":"aU9ebXBTlwGQdXonCiu7/afjjx/Y5aU6rXQsihhojDtIoAO2UsI4IFiOhcrDszYxvvG/KImlzDo/q9Fd70a+CQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"47c0bb2c93083a0560ce5283cb1af38819125893dff4430b22bc403722be5f97","last_reissued_at":"2026-05-18T00:14:43.101480Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:14:43.101480Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Flexible Cholesky GARCH model with time dependent coefficients","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"Saeid Rezakhah, Toktam Valizadeh","submitted_at":"2018-05-29T06:57:20Z","abstract_excerpt":"Study of instantaneous dependence among several variable is important in many of the high-dimensional sciences. Multivariate GARCH models are as a standard approach for modelling time-varying covariance matrix such phenomena. Cholesky GARCH is one of these approaches where the time-varying covariance matrix can be written parsimoniously, containing variance components through a diagonal matrix and dependency components through a unit lower triangular matrix with regression coefficients as entries. In this paper, we proposed a stochastic structure for dependency components in Cholesky GARCH mod"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1805.11268","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":"1805.11268","created_at":"2026-05-18T00:14:43.101555+00:00"},{"alias_kind":"arxiv_version","alias_value":"1805.11268v1","created_at":"2026-05-18T00:14:43.101555+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1805.11268","created_at":"2026-05-18T00:14:43.101555+00:00"},{"alias_kind":"pith_short_12","alias_value":"I7ALWLETBA5A","created_at":"2026-05-18T12:32:28.185984+00:00"},{"alias_kind":"pith_short_16","alias_value":"I7ALWLETBA5AKYGO","created_at":"2026-05-18T12:32:28.185984+00:00"},{"alias_kind":"pith_short_8","alias_value":"I7ALWLET","created_at":"2026-05-18T12:32:28.185984+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/I7ALWLETBA5AKYGOKKB4WGXTRA","json":"https://pith.science/pith/I7ALWLETBA5AKYGOKKB4WGXTRA.json","graph_json":"https://pith.science/api/pith-number/I7ALWLETBA5AKYGOKKB4WGXTRA/graph.json","events_json":"https://pith.science/api/pith-number/I7ALWLETBA5AKYGOKKB4WGXTRA/events.json","paper":"https://pith.science/paper/I7ALWLET"},"agent_actions":{"view_html":"https://pith.science/pith/I7ALWLETBA5AKYGOKKB4WGXTRA","download_json":"https://pith.science/pith/I7ALWLETBA5AKYGOKKB4WGXTRA.json","view_paper":"https://pith.science/paper/I7ALWLET","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1805.11268&json=true","fetch_graph":"https://pith.science/api/pith-number/I7ALWLETBA5AKYGOKKB4WGXTRA/graph.json","fetch_events":"https://pith.science/api/pith-number/I7ALWLETBA5AKYGOKKB4WGXTRA/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/I7ALWLETBA5AKYGOKKB4WGXTRA/action/timestamp_anchor","attest_storage":"https://pith.science/pith/I7ALWLETBA5AKYGOKKB4WGXTRA/action/storage_attestation","attest_author":"https://pith.science/pith/I7ALWLETBA5AKYGOKKB4WGXTRA/action/author_attestation","sign_citation":"https://pith.science/pith/I7ALWLETBA5AKYGOKKB4WGXTRA/action/citation_signature","submit_replication":"https://pith.science/pith/I7ALWLETBA5AKYGOKKB4WGXTRA/action/replication_record"}},"created_at":"2026-05-18T00:14:43.101555+00:00","updated_at":"2026-05-18T00:14:43.101555+00:00"}