{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2012:I2BGMPVPHVDZF3USDJT7BRJOZG","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":"0e864115317f40b92828fea21b0fc42a1c1dbbf24daac301c3f4ad39c25a060f","cross_cats_sorted":["physics.data-an"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2012-01-17T13:45:53Z","title_canon_sha256":"20df2dbddc9170f4ed03a594471b3ae1762b71019eadf2254567c90e851f77cf"},"schema_version":"1.0","source":{"id":"1201.3511","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1201.3511","created_at":"2026-05-18T03:55:02Z"},{"alias_kind":"arxiv_version","alias_value":"1201.3511v1","created_at":"2026-05-18T03:55:02Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1201.3511","created_at":"2026-05-18T03:55:02Z"},{"alias_kind":"pith_short_12","alias_value":"I2BGMPVPHVDZ","created_at":"2026-05-18T12:27:09Z"},{"alias_kind":"pith_short_16","alias_value":"I2BGMPVPHVDZF3US","created_at":"2026-05-18T12:27:09Z"},{"alias_kind":"pith_short_8","alias_value":"I2BGMPVP","created_at":"2026-05-18T12:27:09Z"}],"graph_snapshots":[{"event_id":"sha256:0420f0de334ea558033356c62f049d565fe2161a2feeeff25d0e4914ac3de714","target":"graph","created_at":"2026-05-18T03:55:02Z","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":"In this paper, we present the results of Monte Carlo simulations for two popular techniques of long-range correlations detection - classical and modified rescaled range analyses. A focus is put on an effect of different distributional properties on an ability of the methods to efficiently distinguish between short and long-term memory. To do so, we analyze the behavior of the estimators for independent, short-range dependent, and long-range dependent processes with innovations from 8 different distributions. We find that apart from a combination of very high levels of kurtosis and skewness, bo","authors_text":"Ladislav Kristoufek","cross_cats":["physics.data-an"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2012-01-17T13:45:53Z","title":"How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1201.3511","kind":"arxiv","version":1},"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:d2a2aeddc58eff0afb34454ab8e7934304e93ac39adf5512f69e90c322573f43","target":"record","created_at":"2026-05-18T03:55:02Z","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":"0e864115317f40b92828fea21b0fc42a1c1dbbf24daac301c3f4ad39c25a060f","cross_cats_sorted":["physics.data-an"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2012-01-17T13:45:53Z","title_canon_sha256":"20df2dbddc9170f4ed03a594471b3ae1762b71019eadf2254567c90e851f77cf"},"schema_version":"1.0","source":{"id":"1201.3511","kind":"arxiv","version":1}},"canonical_sha256":"4682663eaf3d4792ee921a67f0c52ec9b6d77bae1c803a376d84dc939b896e23","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"4682663eaf3d4792ee921a67f0c52ec9b6d77bae1c803a376d84dc939b896e23","first_computed_at":"2026-05-18T03:55:02.672280Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T03:55:02.672280Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"jR1wfr3Eoxe7C/QK+7bM0mB2DOH18IiYC1Z8q8M1sLZnFGCNskqDOQW+Jl8Av27zygfY6Uc6YhGS6uCW6ZzlBQ==","signature_status":"signed_v1","signed_at":"2026-05-18T03:55:02.673049Z","signed_message":"canonical_sha256_bytes"},"source_id":"1201.3511","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:d2a2aeddc58eff0afb34454ab8e7934304e93ac39adf5512f69e90c322573f43","sha256:0420f0de334ea558033356c62f049d565fe2161a2feeeff25d0e4914ac3de714"],"state_sha256":"779815a3d8454000fedfa8a8754c5094041fc69d6a6ee9b5ca60484fe1278fb7"}