{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2014:GEPTDDQ77BWFV4CWWEQPUKDOFF","short_pith_number":"pith:GEPTDDQ7","canonical_record":{"source":{"id":"1405.6942","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2014-05-27T14:59:32Z","cross_cats_sorted":["math.PR","stat.TH"],"title_canon_sha256":"cb489ce3c7deb136e16dd07ffb8cebc7691739f68f434b71ffcb1063efa66ce3","abstract_canon_sha256":"8ee3368d1ef6368fd68abb5b579b1f906d9f5484c1dc50d7fc87013f038d10c2"},"schema_version":"1.0"},"canonical_sha256":"311f318e1ff86c5af056b120fa286e2974465778087af144154d0119ca3ab492","source":{"kind":"arxiv","id":"1405.6942","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1405.6942","created_at":"2026-05-18T01:44:11Z"},{"alias_kind":"arxiv_version","alias_value":"1405.6942v2","created_at":"2026-05-18T01:44:11Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1405.6942","created_at":"2026-05-18T01:44:11Z"},{"alias_kind":"pith_short_12","alias_value":"GEPTDDQ77BWF","created_at":"2026-05-18T12:28:30Z"},{"alias_kind":"pith_short_16","alias_value":"GEPTDDQ77BWFV4CW","created_at":"2026-05-18T12:28:30Z"},{"alias_kind":"pith_short_8","alias_value":"GEPTDDQ7","created_at":"2026-05-18T12:28:30Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2014:GEPTDDQ77BWFV4CWWEQPUKDOFF","target":"record","payload":{"canonical_record":{"source":{"id":"1405.6942","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2014-05-27T14:59:32Z","cross_cats_sorted":["math.PR","stat.TH"],"title_canon_sha256":"cb489ce3c7deb136e16dd07ffb8cebc7691739f68f434b71ffcb1063efa66ce3","abstract_canon_sha256":"8ee3368d1ef6368fd68abb5b579b1f906d9f5484c1dc50d7fc87013f038d10c2"},"schema_version":"1.0"},"canonical_sha256":"311f318e1ff86c5af056b120fa286e2974465778087af144154d0119ca3ab492","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T01:44:11.862110Z","signature_b64":"Pwcdjx92HlY902lKE8rdoXXQz/9T2APzCORYcuL87WKVuVXr53kEusOjGdwxMBaX6MdKLJKZ7kkr3g/OfwRHBg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"311f318e1ff86c5af056b120fa286e2974465778087af144154d0119ca3ab492","last_reissued_at":"2026-05-18T01:44:11.861353Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T01:44:11.861353Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1405.6942","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":"2026-05-18T01:44:11Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"pd9WH0EB4C9mdacoqzyQO6iEAdH8e8a+A4J3Uw5+zCeqk4Kx5INpime0CydHZaHhheQFI/jLUHOTicdwzYTOBg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-23T19:42:09.015339Z"},"content_sha256":"6f2e154157535ec1ad745d66e2c5833f1c429a249b7c5aaf2f365fd80ea555f0","schema_version":"1.0","event_id":"sha256:6f2e154157535ec1ad745d66e2c5833f1c429a249b7c5aaf2f365fd80ea555f0"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2014:GEPTDDQ77BWFV4CWWEQPUKDOFF","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Quantile estimation for L\\'evy measures","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR","stat.TH"],"primary_cat":"math.ST","authors_text":"Mathias Trabs","submitted_at":"2014-05-27T14:59:32Z","abstract_excerpt":"Generalizing the concept of quantiles to the jump measure of a L\\'evy process, the generalized quantiles $q_{\\tau}^{\\pm}>0$, for $\\tau>0$, are given by the smallest values such that a jump larger than $q_{\\tau}^{+}$ or a negative jump smaller than $-q_{\\tau}^{-}$, respectively, is expected only once in $1/\\tau$ time units. Nonparametric estimators of the generalized quantiles are constructed using either discrete observations of the process or using option prices in an exponential L\\'evy model of asset prices. In both models minimax convergence rates are shown. Applying Lepski's approach, we d"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1405.6942","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":"2026-05-18T01:44:11Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"Ui+Pwac9PjUbWYC9PnTI7ctgPlXQ4SYalOfBJ094dTlz1zmyblgKmv36wEexyiwfgWXkUpmuZr67dzVgGjBUCg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-23T19:42:09.015687Z"},"content_sha256":"cf56cb3868f4b020ea9246349b85b3efb865c131852e309c17e50c28c1d03536","schema_version":"1.0","event_id":"sha256:cf56cb3868f4b020ea9246349b85b3efb865c131852e309c17e50c28c1d03536"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/GEPTDDQ77BWFV4CWWEQPUKDOFF/bundle.json","state_url":"https://pith.science/pith/GEPTDDQ77BWFV4CWWEQPUKDOFF/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/GEPTDDQ77BWFV4CWWEQPUKDOFF/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":"2026-06-23T19:42:09Z","links":{"resolver":"https://pith.science/pith/GEPTDDQ77BWFV4CWWEQPUKDOFF","bundle":"https://pith.science/pith/GEPTDDQ77BWFV4CWWEQPUKDOFF/bundle.json","state":"https://pith.science/pith/GEPTDDQ77BWFV4CWWEQPUKDOFF/state.json","well_known_bundle":"https://pith.science/.well-known/pith/GEPTDDQ77BWFV4CWWEQPUKDOFF/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2014:GEPTDDQ77BWFV4CWWEQPUKDOFF","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":"8ee3368d1ef6368fd68abb5b579b1f906d9f5484c1dc50d7fc87013f038d10c2","cross_cats_sorted":["math.PR","stat.TH"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2014-05-27T14:59:32Z","title_canon_sha256":"cb489ce3c7deb136e16dd07ffb8cebc7691739f68f434b71ffcb1063efa66ce3"},"schema_version":"1.0","source":{"id":"1405.6942","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1405.6942","created_at":"2026-05-18T01:44:11Z"},{"alias_kind":"arxiv_version","alias_value":"1405.6942v2","created_at":"2026-05-18T01:44:11Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1405.6942","created_at":"2026-05-18T01:44:11Z"},{"alias_kind":"pith_short_12","alias_value":"GEPTDDQ77BWF","created_at":"2026-05-18T12:28:30Z"},{"alias_kind":"pith_short_16","alias_value":"GEPTDDQ77BWFV4CW","created_at":"2026-05-18T12:28:30Z"},{"alias_kind":"pith_short_8","alias_value":"GEPTDDQ7","created_at":"2026-05-18T12:28:30Z"}],"graph_snapshots":[{"event_id":"sha256:cf56cb3868f4b020ea9246349b85b3efb865c131852e309c17e50c28c1d03536","target":"graph","created_at":"2026-05-18T01:44:11Z","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":"Generalizing the concept of quantiles to the jump measure of a L\\'evy process, the generalized quantiles $q_{\\tau}^{\\pm}>0$, for $\\tau>0$, are given by the smallest values such that a jump larger than $q_{\\tau}^{+}$ or a negative jump smaller than $-q_{\\tau}^{-}$, respectively, is expected only once in $1/\\tau$ time units. Nonparametric estimators of the generalized quantiles are constructed using either discrete observations of the process or using option prices in an exponential L\\'evy model of asset prices. In both models minimax convergence rates are shown. Applying Lepski's approach, we d","authors_text":"Mathias Trabs","cross_cats":["math.PR","stat.TH"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2014-05-27T14:59:32Z","title":"Quantile estimation for L\\'evy measures"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1405.6942","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":"sha256:6f2e154157535ec1ad745d66e2c5833f1c429a249b7c5aaf2f365fd80ea555f0","target":"record","created_at":"2026-05-18T01:44:11Z","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":"8ee3368d1ef6368fd68abb5b579b1f906d9f5484c1dc50d7fc87013f038d10c2","cross_cats_sorted":["math.PR","stat.TH"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2014-05-27T14:59:32Z","title_canon_sha256":"cb489ce3c7deb136e16dd07ffb8cebc7691739f68f434b71ffcb1063efa66ce3"},"schema_version":"1.0","source":{"id":"1405.6942","kind":"arxiv","version":2}},"canonical_sha256":"311f318e1ff86c5af056b120fa286e2974465778087af144154d0119ca3ab492","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"311f318e1ff86c5af056b120fa286e2974465778087af144154d0119ca3ab492","first_computed_at":"2026-05-18T01:44:11.861353Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T01:44:11.861353Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"Pwcdjx92HlY902lKE8rdoXXQz/9T2APzCORYcuL87WKVuVXr53kEusOjGdwxMBaX6MdKLJKZ7kkr3g/OfwRHBg==","signature_status":"signed_v1","signed_at":"2026-05-18T01:44:11.862110Z","signed_message":"canonical_sha256_bytes"},"source_id":"1405.6942","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:6f2e154157535ec1ad745d66e2c5833f1c429a249b7c5aaf2f365fd80ea555f0","sha256:cf56cb3868f4b020ea9246349b85b3efb865c131852e309c17e50c28c1d03536"],"state_sha256":"c41e42b3013a0deee29e8a7a7018356a18546807d2db91dc738504f090ee7402"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"p86eFhTl4pr5cAg8BBG4J9IY0dWZumeMGepXMcpXW2DRf0hajuQuV0Ub1rFsDeNkPioV59A6V+b6Ve3i0uhNDQ==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-23T19:42:09.017674Z","bundle_sha256":"0113a6195bb35c753f4ab45f14d427a2a24ea8ecdaae1fa1b5732fd67f6aa3d0"}}