{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2016:SOJCKO4ONTGEWUCW3YC5Z3473O","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":"77a69a1548d3f38fb794945b7457da28fcd91712faa8556d34e6abdda664c6b9","cross_cats_sorted":["math.ST","stat.TH"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2016-07-20T06:27:40Z","title_canon_sha256":"fda512efd588b7c594b392370b87006deeac6358082931157413038f7a8f4ebc"},"schema_version":"1.0","source":{"id":"1607.05831","kind":"arxiv","version":3}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1607.05831","created_at":"2026-05-18T00:41:41Z"},{"alias_kind":"arxiv_version","alias_value":"1607.05831v3","created_at":"2026-05-18T00:41:41Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1607.05831","created_at":"2026-05-18T00:41:41Z"},{"alias_kind":"pith_short_12","alias_value":"SOJCKO4ONTGE","created_at":"2026-05-18T12:30:44Z"},{"alias_kind":"pith_short_16","alias_value":"SOJCKO4ONTGEWUCW","created_at":"2026-05-18T12:30:44Z"},{"alias_kind":"pith_short_8","alias_value":"SOJCKO4O","created_at":"2026-05-18T12:30:44Z"}],"graph_snapshots":[{"event_id":"sha256:9fa75177538a561cc588bf199370a117e87d7597013c4d2009590915d86f6b07","target":"graph","created_at":"2026-05-18T00:41:41Z","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 and show the existence of a Hawkes self-exciting point process with exponentially-decreasing kernel and where parameters are time-varying. The quantity of interest is defined as the integrated parameter $T^{-1}\\int_0^T\\theta_t^*dt$, where $\\theta_t^*$ is the time-varying parameter, and we consider the high-frequency asymptotics. To estimate it na\\\"ively, we chop the data into several blocks, compute the maximum likelihood estimator (MLE) on each block, and take the average of the local estimates. The asymptotic bias explodes asymptotically, thus we provide a non-na\\\"ive estimator ","authors_text":"Simon Clinet, Yoann Potiron","cross_cats":["math.ST","stat.TH"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2016-07-20T06:27:40Z","title":"Statistical inference for the doubly stochastic self-exciting process"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1607.05831","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:d9be68fdf7c9a00bdca82bd82197e252d2e566c77e28e8844f7911f695849bbb","target":"record","created_at":"2026-05-18T00:41:41Z","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":"77a69a1548d3f38fb794945b7457da28fcd91712faa8556d34e6abdda664c6b9","cross_cats_sorted":["math.ST","stat.TH"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2016-07-20T06:27:40Z","title_canon_sha256":"fda512efd588b7c594b392370b87006deeac6358082931157413038f7a8f4ebc"},"schema_version":"1.0","source":{"id":"1607.05831","kind":"arxiv","version":3}},"canonical_sha256":"9392253b8e6ccc4b5056de05dcef9fdb8785c92733a1e966146db9ff03611d32","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"9392253b8e6ccc4b5056de05dcef9fdb8785c92733a1e966146db9ff03611d32","first_computed_at":"2026-05-18T00:41:41.550603Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:41:41.550603Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"MCtM3b5wMdIHLpo9TknmTHXv8r712mojU96kLT6sWULZyLWtgw94okqLXwSEhOr8sTHXWmVg2fCJzJWbmul8Aw==","signature_status":"signed_v1","signed_at":"2026-05-18T00:41:41.551239Z","signed_message":"canonical_sha256_bytes"},"source_id":"1607.05831","source_kind":"arxiv","source_version":3}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:d9be68fdf7c9a00bdca82bd82197e252d2e566c77e28e8844f7911f695849bbb","sha256:9fa75177538a561cc588bf199370a117e87d7597013c4d2009590915d86f6b07"],"state_sha256":"4155fb27293bb750a47929692443dcb30587966b27279138c5417dff65b24bbd"}