{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2011:K23L6BSIIXLGC3JWL2RNOZASUT","short_pith_number":"pith:K23L6BSI","canonical_record":{"source":{"id":"1106.4983","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2011-06-24T14:50:15Z","cross_cats_sorted":["stat.TH"],"title_canon_sha256":"c7a070ff0dcbce8e08dd0cfc02ad67f135dcc4eb8000a41732f32e041d0f5235","abstract_canon_sha256":"25e198b6679ff9273b13ab3975289ac1c55ac7346da49511f1678886f903882e"},"schema_version":"1.0"},"canonical_sha256":"56b6bf064845d6616d365ea2d76412a4c4708330f6abbe3bd65f404e248dd625","source":{"kind":"arxiv","id":"1106.4983","version":3},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1106.4983","created_at":"2026-05-18T04:09:36Z"},{"alias_kind":"arxiv_version","alias_value":"1106.4983v3","created_at":"2026-05-18T04:09:36Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1106.4983","created_at":"2026-05-18T04:09:36Z"},{"alias_kind":"pith_short_12","alias_value":"K23L6BSIIXLG","created_at":"2026-05-18T12:26:32Z"},{"alias_kind":"pith_short_16","alias_value":"K23L6BSIIXLGC3JW","created_at":"2026-05-18T12:26:32Z"},{"alias_kind":"pith_short_8","alias_value":"K23L6BSI","created_at":"2026-05-18T12:26:32Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2011:K23L6BSIIXLGC3JWL2RNOZASUT","target":"record","payload":{"canonical_record":{"source":{"id":"1106.4983","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2011-06-24T14:50:15Z","cross_cats_sorted":["stat.TH"],"title_canon_sha256":"c7a070ff0dcbce8e08dd0cfc02ad67f135dcc4eb8000a41732f32e041d0f5235","abstract_canon_sha256":"25e198b6679ff9273b13ab3975289ac1c55ac7346da49511f1678886f903882e"},"schema_version":"1.0"},"canonical_sha256":"56b6bf064845d6616d365ea2d76412a4c4708330f6abbe3bd65f404e248dd625","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T04:09:36.266834Z","signature_b64":"0vRoa9vSX83L4xTzgoFVSvXKwpmCc2HYj4x8kGViwtXUascy+bvMYWg5bXcznr/+YVP5/iqUdk9M+uYVfmQLAw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"56b6bf064845d6616d365ea2d76412a4c4708330f6abbe3bd65f404e248dd625","last_reissued_at":"2026-05-18T04:09:36.266450Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T04:09:36.266450Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1106.4983","source_version":3,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T04:09:36Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"BWe36VRlHohizS1mBswAZAzEyfiYBW3cXeIcCKr4mzeb4TJcYKe3SPTfykhnGnmyNC+TaoBhIRywGXwbHVRvCg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-03T18:16:21.237369Z"},"content_sha256":"423da38d7782921911a2824034436e4bbf8e157ef6411a0871c220a76669c282","schema_version":"1.0","event_id":"sha256:423da38d7782921911a2824034436e4bbf8e157ef6411a0871c220a76669c282"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2011:K23L6BSIIXLGC3JWL2RNOZASUT","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Parametric inference and forecasting in continuously invertible volatility models","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"Olivier Wintenberger (CEREMADE), Sixiang Cai (AGM)","submitted_at":"2011-06-24T14:50:15Z","abstract_excerpt":"We introduce the notion of continuously invertible volatility models that relies on some Lyapunov condition and some regularity condition. We show that it is almost equivalent to the ability of the volatilities forecasting using the parametric inference approach based on the SRE given in [16]. Under very weak assumptions, we prove the strong consistency and the asymptotic normality of the parametric inference. Based on this parametric estimation, a natural strongly consistent forecast of the volatility is given. We apply successfully this approach to recover known results on univariate and mul"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1106.4983","kind":"arxiv","version":3},"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":"2026-05-18T04:09:36Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"aNEif5BgtMOjFYi7C03HLrILsVO50e9A9mitIj2iEwtEfxm7oTPvy8iFUWwmTtwhkMyeSIcemgwi/YG1VHxwDQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-03T18:16:21.237726Z"},"content_sha256":"76fd9b5b3c8b5812f3d12d1c2399d4af860eb0ef4e2a43aa627709ce62e0d7d7","schema_version":"1.0","event_id":"sha256:76fd9b5b3c8b5812f3d12d1c2399d4af860eb0ef4e2a43aa627709ce62e0d7d7"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/K23L6BSIIXLGC3JWL2RNOZASUT/bundle.json","state_url":"https://pith.science/pith/K23L6BSIIXLGC3JWL2RNOZASUT/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/K23L6BSIIXLGC3JWL2RNOZASUT/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":"2026-06-03T18:16:21Z","links":{"resolver":"https://pith.science/pith/K23L6BSIIXLGC3JWL2RNOZASUT","bundle":"https://pith.science/pith/K23L6BSIIXLGC3JWL2RNOZASUT/bundle.json","state":"https://pith.science/pith/K23L6BSIIXLGC3JWL2RNOZASUT/state.json","well_known_bundle":"https://pith.science/.well-known/pith/K23L6BSIIXLGC3JWL2RNOZASUT/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2011:K23L6BSIIXLGC3JWL2RNOZASUT","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":"25e198b6679ff9273b13ab3975289ac1c55ac7346da49511f1678886f903882e","cross_cats_sorted":["stat.TH"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2011-06-24T14:50:15Z","title_canon_sha256":"c7a070ff0dcbce8e08dd0cfc02ad67f135dcc4eb8000a41732f32e041d0f5235"},"schema_version":"1.0","source":{"id":"1106.4983","kind":"arxiv","version":3}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1106.4983","created_at":"2026-05-18T04:09:36Z"},{"alias_kind":"arxiv_version","alias_value":"1106.4983v3","created_at":"2026-05-18T04:09:36Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1106.4983","created_at":"2026-05-18T04:09:36Z"},{"alias_kind":"pith_short_12","alias_value":"K23L6BSIIXLG","created_at":"2026-05-18T12:26:32Z"},{"alias_kind":"pith_short_16","alias_value":"K23L6BSIIXLGC3JW","created_at":"2026-05-18T12:26:32Z"},{"alias_kind":"pith_short_8","alias_value":"K23L6BSI","created_at":"2026-05-18T12:26:32Z"}],"graph_snapshots":[{"event_id":"sha256:76fd9b5b3c8b5812f3d12d1c2399d4af860eb0ef4e2a43aa627709ce62e0d7d7","target":"graph","created_at":"2026-05-18T04:09:36Z","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":"We introduce the notion of continuously invertible volatility models that relies on some Lyapunov condition and some regularity condition. We show that it is almost equivalent to the ability of the volatilities forecasting using the parametric inference approach based on the SRE given in [16]. Under very weak assumptions, we prove the strong consistency and the asymptotic normality of the parametric inference. Based on this parametric estimation, a natural strongly consistent forecast of the volatility is given. We apply successfully this approach to recover known results on univariate and mul","authors_text":"Olivier Wintenberger (CEREMADE), Sixiang Cai (AGM)","cross_cats":["stat.TH"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2011-06-24T14:50:15Z","title":"Parametric inference and forecasting in continuously invertible volatility models"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1106.4983","kind":"arxiv","version":3},"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":"sha256:423da38d7782921911a2824034436e4bbf8e157ef6411a0871c220a76669c282","target":"record","created_at":"2026-05-18T04:09:36Z","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":"25e198b6679ff9273b13ab3975289ac1c55ac7346da49511f1678886f903882e","cross_cats_sorted":["stat.TH"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2011-06-24T14:50:15Z","title_canon_sha256":"c7a070ff0dcbce8e08dd0cfc02ad67f135dcc4eb8000a41732f32e041d0f5235"},"schema_version":"1.0","source":{"id":"1106.4983","kind":"arxiv","version":3}},"canonical_sha256":"56b6bf064845d6616d365ea2d76412a4c4708330f6abbe3bd65f404e248dd625","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"56b6bf064845d6616d365ea2d76412a4c4708330f6abbe3bd65f404e248dd625","first_computed_at":"2026-05-18T04:09:36.266450Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T04:09:36.266450Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"0vRoa9vSX83L4xTzgoFVSvXKwpmCc2HYj4x8kGViwtXUascy+bvMYWg5bXcznr/+YVP5/iqUdk9M+uYVfmQLAw==","signature_status":"signed_v1","signed_at":"2026-05-18T04:09:36.266834Z","signed_message":"canonical_sha256_bytes"},"source_id":"1106.4983","source_kind":"arxiv","source_version":3}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:423da38d7782921911a2824034436e4bbf8e157ef6411a0871c220a76669c282","sha256:76fd9b5b3c8b5812f3d12d1c2399d4af860eb0ef4e2a43aa627709ce62e0d7d7"],"state_sha256":"877d4f13705110853cd820bce0b259afb4071b1e6349ac512cdf87e5363a859d"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"IyVhp067JzLWcfN3EupRTo4OwfP3v9gNgHptmYUgRg5ssAMqVMrbwFb1tnnaDkcuPyDrbz+gIbgaDCrtxSu2BA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-03T18:16:21.240033Z","bundle_sha256":"6eed0626b718870316eb2ddcbb3542cdca9d569b680ced95b1e2a403bc2ec85d"}}