{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2018:MNNC6MLXAKYVJD6565D6L3DAHP","short_pith_number":"pith:MNNC6MLX","schema_version":"1.0","canonical_sha256":"635a2f317702b1548fddf747e5ec603bcf1dd043b6e438e0dbd1a457f8d27257","source":{"kind":"arxiv","id":"1806.06959","version":4},"attestation_state":"computed","paper":{"title":"High-frequency analysis of parabolic stochastic PDEs","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR","stat.ME","stat.TH"],"primary_cat":"math.ST","authors_text":"Carsten Chong","submitted_at":"2018-06-18T21:30:57Z","abstract_excerpt":"We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and related functionals to construct consistent nonparametric estimators and asymptotic confidence bounds for the integrated volatility process. As a byproduct of our analysis, we also obtain feasible estimators for the regularity of the spatial covariance function of the noise."},"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":"1806.06959","kind":"arxiv","version":4},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2018-06-18T21:30:57Z","cross_cats_sorted":["math.PR","stat.ME","stat.TH"],"title_canon_sha256":"4c252f036d3fb32f7a3a5276a38382e266cceaf8b2959490dcf1fb17dd8dd2d2","abstract_canon_sha256":"cbdb53f942d73f37c56229e633e156aeccd8a6f3069afa05195d5a67dc9ab40f"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T01:06:46.255069Z","signature_b64":"W0+NW+TZDb1ip1tJVpMWKblu3ZPcClY1s8PTSLxexZokEJxhY8/o8jX+d3zHyQ3IDQ4G+taZpjKGZf1SRdFoCQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"635a2f317702b1548fddf747e5ec603bcf1dd043b6e438e0dbd1a457f8d27257","last_reissued_at":"2026-07-05T01:06:46.254652Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T01:06:46.254652Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"High-frequency analysis of parabolic stochastic PDEs","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR","stat.ME","stat.TH"],"primary_cat":"math.ST","authors_text":"Carsten Chong","submitted_at":"2018-06-18T21:30:57Z","abstract_excerpt":"We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and related functionals to construct consistent nonparametric estimators and asymptotic confidence bounds for the integrated volatility process. As a byproduct of our analysis, we also obtain feasible estimators for the regularity of the spatial covariance function of the noise."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1806.06959","kind":"arxiv","version":4},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/1806.06959/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"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":"1806.06959","created_at":"2026-07-05T01:06:46.254714+00:00"},{"alias_kind":"arxiv_version","alias_value":"1806.06959v4","created_at":"2026-07-05T01:06:46.254714+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1806.06959","created_at":"2026-07-05T01:06:46.254714+00:00"},{"alias_kind":"pith_short_12","alias_value":"MNNC6MLXAKYV","created_at":"2026-07-05T01:06:46.254714+00:00"},{"alias_kind":"pith_short_16","alias_value":"MNNC6MLXAKYVJD65","created_at":"2026-07-05T01:06:46.254714+00:00"},{"alias_kind":"pith_short_8","alias_value":"MNNC6MLX","created_at":"2026-07-05T01:06:46.254714+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":1,"internal_anchor_count":1,"sample":[{"citing_arxiv_id":"1908.04145","citing_title":"High-frequency analysis of parabolic stochastic PDEs with multiplicative noise","ref_index":6,"is_internal_anchor":true}]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/MNNC6MLXAKYVJD6565D6L3DAHP","json":"https://pith.science/pith/MNNC6MLXAKYVJD6565D6L3DAHP.json","graph_json":"https://pith.science/api/pith-number/MNNC6MLXAKYVJD6565D6L3DAHP/graph.json","events_json":"https://pith.science/api/pith-number/MNNC6MLXAKYVJD6565D6L3DAHP/events.json","paper":"https://pith.science/paper/MNNC6MLX"},"agent_actions":{"view_html":"https://pith.science/pith/MNNC6MLXAKYVJD6565D6L3DAHP","download_json":"https://pith.science/pith/MNNC6MLXAKYVJD6565D6L3DAHP.json","view_paper":"https://pith.science/paper/MNNC6MLX","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1806.06959&json=true","fetch_graph":"https://pith.science/api/pith-number/MNNC6MLXAKYVJD6565D6L3DAHP/graph.json","fetch_events":"https://pith.science/api/pith-number/MNNC6MLXAKYVJD6565D6L3DAHP/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/MNNC6MLXAKYVJD6565D6L3DAHP/action/timestamp_anchor","attest_storage":"https://pith.science/pith/MNNC6MLXAKYVJD6565D6L3DAHP/action/storage_attestation","attest_author":"https://pith.science/pith/MNNC6MLXAKYVJD6565D6L3DAHP/action/author_attestation","sign_citation":"https://pith.science/pith/MNNC6MLXAKYVJD6565D6L3DAHP/action/citation_signature","submit_replication":"https://pith.science/pith/MNNC6MLXAKYVJD6565D6L3DAHP/action/replication_record"}},"created_at":"2026-07-05T01:06:46.254714+00:00","updated_at":"2026-07-05T01:06:46.254714+00:00"}