{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2010:VIZM7D7QK6G37MSNDU3MUARER7","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":"fd70ba32cb7f48e94241116844d67ae5a374d24d856c35c81d837363d9baa7ae","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2010-08-14T09:11:06Z","title_canon_sha256":"904496316d51f9e30931b43f1123f1272f1c33d4fcf5600ea94084052cd607fa"},"schema_version":"1.0","source":{"id":"1008.2421","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1008.2421","created_at":"2026-05-18T04:31:51Z"},{"alias_kind":"arxiv_version","alias_value":"1008.2421v2","created_at":"2026-05-18T04:31:51Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1008.2421","created_at":"2026-05-18T04:31:51Z"},{"alias_kind":"pith_short_12","alias_value":"VIZM7D7QK6G3","created_at":"2026-05-18T12:26:15Z"},{"alias_kind":"pith_short_16","alias_value":"VIZM7D7QK6G37MSN","created_at":"2026-05-18T12:26:15Z"},{"alias_kind":"pith_short_8","alias_value":"VIZM7D7Q","created_at":"2026-05-18T12:26:15Z"}],"graph_snapshots":[{"event_id":"sha256:8735ff94f67aaf496267de98cba965ad8ed183acc811f3216a81c98ed543489c","target":"graph","created_at":"2026-05-18T04:31:51Z","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 develop a maximum penalized quasi-likelihood estimator for estimating in a nonparametric way the diffusion function of a diffusion process, as an alternative to more traditional kernel-based estimators. After developing a numerical scheme for computing the maximizer of the penalized maximum quasi-likelihood function, we study the asymptotic properties of our estimator by way of simulation. Under the assumption that overnight London Interbank Offered Rates (LIBOR); the USD/EUR, USD/GBP, JPY/USD, and EUR/USD nominal exchange rates; and 1-month, 3-month, and 30-year Treasury bond yields are ge","authors_text":"Constantinos Kardaras, Jeff Hamrick, Murad Taqqu, Yifei Huang","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2010-08-14T09:11:06Z","title":"Maximum penalized quasi-likelihood estimation of the diffusion function"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1008.2421","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:b53aa3d110ecb44498a2380586f833cdb3946a36c95477f59180643eaecaeaa2","target":"record","created_at":"2026-05-18T04:31:51Z","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":"fd70ba32cb7f48e94241116844d67ae5a374d24d856c35c81d837363d9baa7ae","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2010-08-14T09:11:06Z","title_canon_sha256":"904496316d51f9e30931b43f1123f1272f1c33d4fcf5600ea94084052cd607fa"},"schema_version":"1.0","source":{"id":"1008.2421","kind":"arxiv","version":2}},"canonical_sha256":"aa32cf8ff0578dbfb24d1d36ca02248fc2148886e953323bf49028c52457a950","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"aa32cf8ff0578dbfb24d1d36ca02248fc2148886e953323bf49028c52457a950","first_computed_at":"2026-05-18T04:31:51.068425Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T04:31:51.068425Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"gK6YGzhIKfYXLeCfxwUSOMIHbgKiQsfKANy/LpcygBv1qf1O25ImW5z09wnsFT2CYDXyRt7SAf+bEQpOyqqnBQ==","signature_status":"signed_v1","signed_at":"2026-05-18T04:31:51.068874Z","signed_message":"canonical_sha256_bytes"},"source_id":"1008.2421","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:b53aa3d110ecb44498a2380586f833cdb3946a36c95477f59180643eaecaeaa2","sha256:8735ff94f67aaf496267de98cba965ad8ed183acc811f3216a81c98ed543489c"],"state_sha256":"99d907771d93bfc49dd1e20c0487029361d6cbebb3e00ab623a9a77400b9cb96"}