{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2016:Q7LVVYDACINXCAYSOERIXAPMS5","short_pith_number":"pith:Q7LVVYDA","canonical_record":{"source":{"id":"1608.06781","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2016-08-24T11:23:56Z","cross_cats_sorted":[],"title_canon_sha256":"6f439776e643dd5946e39ca09b8ce088f6ee38207dbb268afc126c0fa6159625","abstract_canon_sha256":"adbcd7787734713a55eb1091eecdf6bcdcc371b50b2ba7214288b304a7eeb270"},"schema_version":"1.0"},"canonical_sha256":"87d75ae060121b71031271228b81ec9756b38e2c3d22d8c7501272b20704ac39","source":{"kind":"arxiv","id":"1608.06781","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1608.06781","created_at":"2026-05-18T00:02:13Z"},{"alias_kind":"arxiv_version","alias_value":"1608.06781v2","created_at":"2026-05-18T00:02:13Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1608.06781","created_at":"2026-05-18T00:02:13Z"},{"alias_kind":"pith_short_12","alias_value":"Q7LVVYDACINX","created_at":"2026-05-18T12:30:39Z"},{"alias_kind":"pith_short_16","alias_value":"Q7LVVYDACINXCAYS","created_at":"2026-05-18T12:30:39Z"},{"alias_kind":"pith_short_8","alias_value":"Q7LVVYDA","created_at":"2026-05-18T12:30:39Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2016:Q7LVVYDACINXCAYSOERIXAPMS5","target":"record","payload":{"canonical_record":{"source":{"id":"1608.06781","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2016-08-24T11:23:56Z","cross_cats_sorted":[],"title_canon_sha256":"6f439776e643dd5946e39ca09b8ce088f6ee38207dbb268afc126c0fa6159625","abstract_canon_sha256":"adbcd7787734713a55eb1091eecdf6bcdcc371b50b2ba7214288b304a7eeb270"},"schema_version":"1.0"},"canonical_sha256":"87d75ae060121b71031271228b81ec9756b38e2c3d22d8c7501272b20704ac39","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:02:13.795860Z","signature_b64":"peEIE+uXs+MtjQcxFGwGfC5BoaHraUDrfRCRw0fTbDhl2pOSXaF86grZabh05PxoqqJ3C7wsKWi2l9u0KQNVBA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"87d75ae060121b71031271228b81ec9756b38e2c3d22d8c7501272b20704ac39","last_reissued_at":"2026-05-18T00:02:13.795379Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:02:13.795379Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1608.06781","source_version":2,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T00:02:13Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"Zdma9C+J8m2KJqR4YoEBl6qZ6FR16plvGw5m88+TbMOdHq6iLGMwTU1GT9cUH8kimI7f3HG/YZqI9VXYw93ICQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-07T21:31:15.830440Z"},"content_sha256":"f7a1a4a0bc1c3fdb4b7f2515b95e26926e93ef9a39afd3be2a2942918bd23bb2","schema_version":"1.0","event_id":"sha256:f7a1a4a0bc1c3fdb4b7f2515b95e26926e93ef9a39afd3be2a2942918bd23bb2"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2016:Q7LVVYDACINXCAYSOERIXAPMS5","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Fractal approach towards power-law coherency to measure cross-correlations between time series","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.ST","authors_text":"Ladislav Kristoufek","submitted_at":"2016-08-24T11:23:56Z","abstract_excerpt":"We focus on power-law coherency as an alternative approach towards studying power-law cross-correlations between simultaneously recorded time series. To be able to study empirical data, we introduce three estimators of the power-law coherency parameter $H_{\\rho}$ based on popular techniques usually utilized for studying power-law cross-correlations -- detrended cross-correlation analysis (DCCA), detrending moving-average cross-correlation analysis (DMCA) and height cross-correlation analysis (HXA). In the finite sample properties study, we focus on the bias, variance and mean squared error of "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1608.06781","kind":"arxiv","version":2},"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":"2026-05-18T00:02:13Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"DbY+HQ2LIZpnnL9yfNZJdRVBjj72grJkCkEvHyiH6+XSSRbA5x6YtJCUxP9JjGvdLRTKzrexfHQTjk5P09H0Ag==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-07T21:31:15.831148Z"},"content_sha256":"629f63e294728543ead90c5b2d190c856bfe23bee7bdd0ef5ef5a9ef6a7a1a53","schema_version":"1.0","event_id":"sha256:629f63e294728543ead90c5b2d190c856bfe23bee7bdd0ef5ef5a9ef6a7a1a53"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/Q7LVVYDACINXCAYSOERIXAPMS5/bundle.json","state_url":"https://pith.science/pith/Q7LVVYDACINXCAYSOERIXAPMS5/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/Q7LVVYDACINXCAYSOERIXAPMS5/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":"2026-06-07T21:31:15Z","links":{"resolver":"https://pith.science/pith/Q7LVVYDACINXCAYSOERIXAPMS5","bundle":"https://pith.science/pith/Q7LVVYDACINXCAYSOERIXAPMS5/bundle.json","state":"https://pith.science/pith/Q7LVVYDACINXCAYSOERIXAPMS5/state.json","well_known_bundle":"https://pith.science/.well-known/pith/Q7LVVYDACINXCAYSOERIXAPMS5/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2016:Q7LVVYDACINXCAYSOERIXAPMS5","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":"adbcd7787734713a55eb1091eecdf6bcdcc371b50b2ba7214288b304a7eeb270","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2016-08-24T11:23:56Z","title_canon_sha256":"6f439776e643dd5946e39ca09b8ce088f6ee38207dbb268afc126c0fa6159625"},"schema_version":"1.0","source":{"id":"1608.06781","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1608.06781","created_at":"2026-05-18T00:02:13Z"},{"alias_kind":"arxiv_version","alias_value":"1608.06781v2","created_at":"2026-05-18T00:02:13Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1608.06781","created_at":"2026-05-18T00:02:13Z"},{"alias_kind":"pith_short_12","alias_value":"Q7LVVYDACINX","created_at":"2026-05-18T12:30:39Z"},{"alias_kind":"pith_short_16","alias_value":"Q7LVVYDACINXCAYS","created_at":"2026-05-18T12:30:39Z"},{"alias_kind":"pith_short_8","alias_value":"Q7LVVYDA","created_at":"2026-05-18T12:30:39Z"}],"graph_snapshots":[{"event_id":"sha256:629f63e294728543ead90c5b2d190c856bfe23bee7bdd0ef5ef5a9ef6a7a1a53","target":"graph","created_at":"2026-05-18T00:02:13Z","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 focus on power-law coherency as an alternative approach towards studying power-law cross-correlations between simultaneously recorded time series. To be able to study empirical data, we introduce three estimators of the power-law coherency parameter $H_{\\rho}$ based on popular techniques usually utilized for studying power-law cross-correlations -- detrended cross-correlation analysis (DCCA), detrending moving-average cross-correlation analysis (DMCA) and height cross-correlation analysis (HXA). In the finite sample properties study, we focus on the bias, variance and mean squared error of ","authors_text":"Ladislav Kristoufek","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2016-08-24T11:23:56Z","title":"Fractal approach towards power-law coherency to measure cross-correlations between time series"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1608.06781","kind":"arxiv","version":2},"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:f7a1a4a0bc1c3fdb4b7f2515b95e26926e93ef9a39afd3be2a2942918bd23bb2","target":"record","created_at":"2026-05-18T00:02:13Z","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":"adbcd7787734713a55eb1091eecdf6bcdcc371b50b2ba7214288b304a7eeb270","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2016-08-24T11:23:56Z","title_canon_sha256":"6f439776e643dd5946e39ca09b8ce088f6ee38207dbb268afc126c0fa6159625"},"schema_version":"1.0","source":{"id":"1608.06781","kind":"arxiv","version":2}},"canonical_sha256":"87d75ae060121b71031271228b81ec9756b38e2c3d22d8c7501272b20704ac39","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"87d75ae060121b71031271228b81ec9756b38e2c3d22d8c7501272b20704ac39","first_computed_at":"2026-05-18T00:02:13.795379Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:02:13.795379Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"peEIE+uXs+MtjQcxFGwGfC5BoaHraUDrfRCRw0fTbDhl2pOSXaF86grZabh05PxoqqJ3C7wsKWi2l9u0KQNVBA==","signature_status":"signed_v1","signed_at":"2026-05-18T00:02:13.795860Z","signed_message":"canonical_sha256_bytes"},"source_id":"1608.06781","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:f7a1a4a0bc1c3fdb4b7f2515b95e26926e93ef9a39afd3be2a2942918bd23bb2","sha256:629f63e294728543ead90c5b2d190c856bfe23bee7bdd0ef5ef5a9ef6a7a1a53"],"state_sha256":"a070413ce2824ac9e6526890d5697fb87da43d14aa0e55fc95162966de2f4be3"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"OsZzpDAiUGw6/Fx9cjcfQ2MHWF7ZGFsHGv2KkLIVVGCc2EY67AUXN0USng3OmOnu9fR9bTEyS4AdGme99IM2Dg==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-07T21:31:15.835092Z","bundle_sha256":"3e3261b4b74e85caa550ca0c6168b35722cb163d719cdc4b3c2c221bd824b0d1"}}