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Pith Number

pith:VYMM4G42

pith:2018:VYMM4G42AERP5M5C3GE33KFY5T
not attested not anchored not stored refs pending

Efficient volatility estimation in a two-factor model

Marc Hoffmann, Olivier F\'eron, Pierre Gruet

arxiv:1811.10241 v2 · 2018-11-26 · math.ST · stat.TH

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{VYMM4G42AERP5M5C3GE33KFY5T}

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Record completeness

1 Bitcoin timestamp
2 Internet Archive
3 Author claim open · sign in to claim
4 Citations open
5 Replications open
Portable graph bundle live · download bundle · merged state
The bundle contains the canonical record plus signed events. A mirror can host it anywhere and recompute the same current state with the deterministic merge algorithm.
Receipt and verification
First computed 2026-05-17T23:44:02.651948Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

ae18ce1b9a0122feb3a2d989bda8b8ecea3daeaa7425015cd98e26d738ff2dc4

Aliases

arxiv: 1811.10241 · arxiv_version: 1811.10241v2 · doi: 10.48550/arxiv.1811.10241 · pith_short_12: VYMM4G42AERP · pith_short_16: VYMM4G42AERP5M5C · pith_short_8: VYMM4G42
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/VYMM4G42AERP5M5C3GE33KFY5T \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: ae18ce1b9a0122feb3a2d989bda8b8ecea3daeaa7425015cd98e26d738ff2dc4
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "35903f471d690e1262b9efb5f4aea0bb07c4716df4cff0b2b499d280e163cad2",
    "cross_cats_sorted": [
      "stat.TH"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "math.ST",
    "submitted_at": "2018-11-26T09:26:57Z",
    "title_canon_sha256": "254aa2e3507b5272269bcbc53cc29f64820a344cd7c7883d76199b688323ec51"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1811.10241",
    "kind": "arxiv",
    "version": 2
  }
}