Pith Number

pith:MHZJWPT2

pith:2025:MHZJWPT2DMITTHJMKYHYG2WTSS

not attested not anchored not stored refs pending

On the rate of convergence of estimating the Hurst parameter of rough stochastic volatility models

Alexander Schied, Xiyue Han

arxiv:2504.09276 v2 · 2025-04-12 · q-fin.ST · math.PR · math.ST · q-fin.MF · stat.TH

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Add to your LaTeX paper

\usepackage{pith}
\pithnumber{MHZJWPT2DMITTHJMKYHYG2WTSS}

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Record completeness

1 Bitcoin timestamp

2 Internet Archive

3 Author claim open · sign in to claim

4 Citations open

5 Replications open

✓ Portable graph bundle live · download bundle · merged state

The bundle contains the canonical record plus signed events. A mirror can host it anywhere and recompute the same current state with the deterministic merge algorithm.

Cited by

1 paper in Pith

Pointwise Hurst Estimation via Scale Accumulation: A Noise-Robust Approach for Rough Volatility

Receipt and verification

First computed	2026-07-05T12:06:08.983968Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

61f29b3e7a1b11399d2c560f836ad394b8b94b2848d0f4417080abf60b7fd1fd

Aliases

arxiv: 2504.09276 · arxiv_version: 2504.09276v2 · doi: 10.48550/arxiv.2504.09276 · pith_short_12: MHZJWPT2DMIT · pith_short_16: MHZJWPT2DMITTHJM · pith_short_8: MHZJWPT2

Agent API

Resolver JSON Graph JSON Events JSON Schema Signing key

Verify this Pith Number yourself

curl -sH 'Accept: application/ld+json' https://pith.science/pith/MHZJWPT2DMITTHJMKYHYG2WTSS \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 61f29b3e7a1b11399d2c560f836ad394b8b94b2848d0f4417080abf60b7fd1fd

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "7a36a322590d4f735c86251861fe0c7a1540393b08cccbee35bdf966e65628d0",
    "cross_cats_sorted": [
      "math.PR",
      "math.ST",
      "q-fin.MF",
      "stat.TH"
    ],
    "license": "http://creativecommons.org/licenses/by/4.0/",
    "primary_cat": "q-fin.ST",
    "submitted_at": "2025-04-12T16:48:26Z",
    "title_canon_sha256": "d713f0d85066b342182827207c44482dfd5bca8a08ef98b7a0257d7c69b0bd8a"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2504.09276",
    "kind": "arxiv",
    "version": 2
  }
}