{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2011:MMIQSFJT3CCYTYV4JK7WKLAE2B","short_pith_number":"pith:MMIQSFJT","canonical_record":{"source":{"id":"1107.0540","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2011-07-04T06:19:55Z","cross_cats_sorted":["stat.TH"],"title_canon_sha256":"9517a677acb0d531fa60aac2150c76406263f2e7914a475a7402d1aaf357d516","abstract_canon_sha256":"2595b470c1928342845145406095a6d390c14a65cdacfe3d28ae22594be152fe"},"schema_version":"1.0"},"canonical_sha256":"6311091533d88589e2bc4abf652c04d07a5b204248192bc4449933cbd95279b7","source":{"kind":"arxiv","id":"1107.0540","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1107.0540","created_at":"2026-05-18T04:18:52Z"},{"alias_kind":"arxiv_version","alias_value":"1107.0540v1","created_at":"2026-05-18T04:18:52Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1107.0540","created_at":"2026-05-18T04:18:52Z"},{"alias_kind":"pith_short_12","alias_value":"MMIQSFJT3CCY","created_at":"2026-05-18T12:26:34Z"},{"alias_kind":"pith_short_16","alias_value":"MMIQSFJT3CCYTYV4","created_at":"2026-05-18T12:26:34Z"},{"alias_kind":"pith_short_8","alias_value":"MMIQSFJT","created_at":"2026-05-18T12:26:34Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2011:MMIQSFJT3CCYTYV4JK7WKLAE2B","target":"record","payload":{"canonical_record":{"source":{"id":"1107.0540","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2011-07-04T06:19:55Z","cross_cats_sorted":["stat.TH"],"title_canon_sha256":"9517a677acb0d531fa60aac2150c76406263f2e7914a475a7402d1aaf357d516","abstract_canon_sha256":"2595b470c1928342845145406095a6d390c14a65cdacfe3d28ae22594be152fe"},"schema_version":"1.0"},"canonical_sha256":"6311091533d88589e2bc4abf652c04d07a5b204248192bc4449933cbd95279b7","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T04:18:52.790243Z","signature_b64":"vhapl72eGFc37i4G41vTNZYDWZ8XuD4M4zkmbzy3nTrw+kKJeBZ1oMdAPp57L+w3UDdG9Yy+QE6xsBh5m0riBA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"6311091533d88589e2bc4abf652c04d07a5b204248192bc4449933cbd95279b7","last_reissued_at":"2026-05-18T04:18:52.789811Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T04:18:52.789811Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1107.0540","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":"2026-05-18T04:18:52Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"OpIoqRzfy69g4WKbPANChI8pZZ8kGN5E7q8kARjQLkmFTrS597r94eIRln3qypiNBGCewT3Qhdk6st6aa9k7DA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-09T18:09:35.230987Z"},"content_sha256":"b76206be7c360a795b582457b3ad0e19841f36430ac6e2e24ce581b05ee67767","schema_version":"1.0","event_id":"sha256:b76206be7c360a795b582457b3ad0e19841f36430ac6e2e24ce581b05ee67767"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2011:MMIQSFJT3CCYTYV4JK7WKLAE2B","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Expectiles for subordinated Gaussian processes with applications","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"Hedi Kortas, Jean-Fran\\c{c}ois Coeurjolly (GIPSA-lab, LJK)","submitted_at":"2011-07-04T06:19:55Z","abstract_excerpt":"In this paper, we introduce a new class of estimators of the Hurst exponent of the fractional Brownian motion (fBm) process. These estimators are based on sample expectiles of discrete variations of a sample path of the fBm process. In order to derive the statistical properties of the proposed estimators, we establish asymptotic results for sample expectiles of subordinated stationary Gaussian processes with unit variance and correlation function satisfying $\\rho(i)\\sim \\kappa|i|^{-\\alpha}$ ($\\kappa\\in \\RR$) with $\\alpha>0$. Via a simulation study, we demonstrate the relevance of the expectile"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1107.0540","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":"2026-05-18T04:18:52Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"0d3GgS4zTVjUHDay6Gb3b0vum785debpxGKldOD5xHrK1i6QSj7nesiPwpNdgkOqB14qCTPpelXaLFd+/aLgBg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-09T18:09:35.231670Z"},"content_sha256":"9ee1538227ebb4ae6dc1894019921db8e545a8567169dcea800bde413fda8723","schema_version":"1.0","event_id":"sha256:9ee1538227ebb4ae6dc1894019921db8e545a8567169dcea800bde413fda8723"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/MMIQSFJT3CCYTYV4JK7WKLAE2B/bundle.json","state_url":"https://pith.science/pith/MMIQSFJT3CCYTYV4JK7WKLAE2B/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/MMIQSFJT3CCYTYV4JK7WKLAE2B/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":"2026-06-09T18:09:35Z","links":{"resolver":"https://pith.science/pith/MMIQSFJT3CCYTYV4JK7WKLAE2B","bundle":"https://pith.science/pith/MMIQSFJT3CCYTYV4JK7WKLAE2B/bundle.json","state":"https://pith.science/pith/MMIQSFJT3CCYTYV4JK7WKLAE2B/state.json","well_known_bundle":"https://pith.science/.well-known/pith/MMIQSFJT3CCYTYV4JK7WKLAE2B/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2011:MMIQSFJT3CCYTYV4JK7WKLAE2B","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":"2595b470c1928342845145406095a6d390c14a65cdacfe3d28ae22594be152fe","cross_cats_sorted":["stat.TH"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2011-07-04T06:19:55Z","title_canon_sha256":"9517a677acb0d531fa60aac2150c76406263f2e7914a475a7402d1aaf357d516"},"schema_version":"1.0","source":{"id":"1107.0540","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1107.0540","created_at":"2026-05-18T04:18:52Z"},{"alias_kind":"arxiv_version","alias_value":"1107.0540v1","created_at":"2026-05-18T04:18:52Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1107.0540","created_at":"2026-05-18T04:18:52Z"},{"alias_kind":"pith_short_12","alias_value":"MMIQSFJT3CCY","created_at":"2026-05-18T12:26:34Z"},{"alias_kind":"pith_short_16","alias_value":"MMIQSFJT3CCYTYV4","created_at":"2026-05-18T12:26:34Z"},{"alias_kind":"pith_short_8","alias_value":"MMIQSFJT","created_at":"2026-05-18T12:26:34Z"}],"graph_snapshots":[{"event_id":"sha256:9ee1538227ebb4ae6dc1894019921db8e545a8567169dcea800bde413fda8723","target":"graph","created_at":"2026-05-18T04:18:52Z","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 introduce a new class of estimators of the Hurst exponent of the fractional Brownian motion (fBm) process. These estimators are based on sample expectiles of discrete variations of a sample path of the fBm process. In order to derive the statistical properties of the proposed estimators, we establish asymptotic results for sample expectiles of subordinated stationary Gaussian processes with unit variance and correlation function satisfying $\\rho(i)\\sim \\kappa|i|^{-\\alpha}$ ($\\kappa\\in \\RR$) with $\\alpha>0$. Via a simulation study, we demonstrate the relevance of the expectile","authors_text":"Hedi Kortas, Jean-Fran\\c{c}ois Coeurjolly (GIPSA-lab, LJK)","cross_cats":["stat.TH"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2011-07-04T06:19:55Z","title":"Expectiles for subordinated Gaussian processes with applications"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1107.0540","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:b76206be7c360a795b582457b3ad0e19841f36430ac6e2e24ce581b05ee67767","target":"record","created_at":"2026-05-18T04:18:52Z","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":"2595b470c1928342845145406095a6d390c14a65cdacfe3d28ae22594be152fe","cross_cats_sorted":["stat.TH"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2011-07-04T06:19:55Z","title_canon_sha256":"9517a677acb0d531fa60aac2150c76406263f2e7914a475a7402d1aaf357d516"},"schema_version":"1.0","source":{"id":"1107.0540","kind":"arxiv","version":1}},"canonical_sha256":"6311091533d88589e2bc4abf652c04d07a5b204248192bc4449933cbd95279b7","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"6311091533d88589e2bc4abf652c04d07a5b204248192bc4449933cbd95279b7","first_computed_at":"2026-05-18T04:18:52.789811Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T04:18:52.789811Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"vhapl72eGFc37i4G41vTNZYDWZ8XuD4M4zkmbzy3nTrw+kKJeBZ1oMdAPp57L+w3UDdG9Yy+QE6xsBh5m0riBA==","signature_status":"signed_v1","signed_at":"2026-05-18T04:18:52.790243Z","signed_message":"canonical_sha256_bytes"},"source_id":"1107.0540","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:b76206be7c360a795b582457b3ad0e19841f36430ac6e2e24ce581b05ee67767","sha256:9ee1538227ebb4ae6dc1894019921db8e545a8567169dcea800bde413fda8723"],"state_sha256":"914628f36f08b431d63af4813d718dc5c493f6908add5eef663b229b8579bba4"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"G6tjukNARLWmRRs2x0gpGVL4yQ2v3v9BbxFc7cmCXp07KsZ81nJsz0erSd+zAoBFZ0rXVHv3yXnxbYYoMphyAA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-09T18:09:35.235612Z","bundle_sha256":"aff26a51625e7e2cdb5f5ce4c0399270c5024c39b2e4923cd23d776c4fc23264"}}