{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2017:SVWQ25HMDHSGLLS7ZWGK36ZOSH","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":"3dc709883de84ebd0d2f329291a5bcc6a6551a86789955e6f9c691813f5f4baa","cross_cats_sorted":["stat.TH"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2017-10-31T01:24:08Z","title_canon_sha256":"eb94c71835ccbf9c066930cc247afffbfdfeeac1ab545bdb806ad9e4505ec6d2"},"schema_version":"1.0","source":{"id":"1710.11286","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1710.11286","created_at":"2026-05-18T00:31:44Z"},{"alias_kind":"arxiv_version","alias_value":"1710.11286v1","created_at":"2026-05-18T00:31:44Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1710.11286","created_at":"2026-05-18T00:31:44Z"},{"alias_kind":"pith_short_12","alias_value":"SVWQ25HMDHSG","created_at":"2026-05-18T12:31:43Z"},{"alias_kind":"pith_short_16","alias_value":"SVWQ25HMDHSGLLS7","created_at":"2026-05-18T12:31:43Z"},{"alias_kind":"pith_short_8","alias_value":"SVWQ25HM","created_at":"2026-05-18T12:31:43Z"}],"graph_snapshots":[{"event_id":"sha256:4c03e8b928cafdaae9d7737ff796348f07d2c44a2ed34201405d89877cadffd5","target":"graph","created_at":"2026-05-18T00:31:44Z","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 study the theoretical properties of the generalized dynamic principal components introduced in Pe\\~na and Yohai (2016). In particular, we prove that when the data follows a dynamic factor model, the reconstruction provided by the procedure converges in mean square to the common part of the model as the number of series and periods diverge to infinity. The results of a simulation study support our findings.","authors_text":"Ezequiel Smucler","cross_cats":["stat.TH"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2017-10-31T01:24:08Z","title":"Consistency of Generalized Dynamic Principal Components in Dynamic Factor Models"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1710.11286","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":"sha256:2fe23d7c57927f3ce99ea83d31fb48628c05aa4beeb3e354da872fb939abd399","target":"record","created_at":"2026-05-18T00:31:44Z","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":"3dc709883de84ebd0d2f329291a5bcc6a6551a86789955e6f9c691813f5f4baa","cross_cats_sorted":["stat.TH"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.ST","submitted_at":"2017-10-31T01:24:08Z","title_canon_sha256":"eb94c71835ccbf9c066930cc247afffbfdfeeac1ab545bdb806ad9e4505ec6d2"},"schema_version":"1.0","source":{"id":"1710.11286","kind":"arxiv","version":1}},"canonical_sha256":"956d0d74ec19e465ae5fcd8cadfb2e91d1e7ecfd58e10f48efdc01097bac4331","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"956d0d74ec19e465ae5fcd8cadfb2e91d1e7ecfd58e10f48efdc01097bac4331","first_computed_at":"2026-05-18T00:31:44.324101Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:31:44.324101Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"OEX0BIBd9I27Z1jWdjVRNAcJHIQaSge5TAXxUxm/swiqXxw44h+PYM1VtReaysCEoe4HE2u2do/ZXqvSVYTvBw==","signature_status":"signed_v1","signed_at":"2026-05-18T00:31:44.324712Z","signed_message":"canonical_sha256_bytes"},"source_id":"1710.11286","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:2fe23d7c57927f3ce99ea83d31fb48628c05aa4beeb3e354da872fb939abd399","sha256:4c03e8b928cafdaae9d7737ff796348f07d2c44a2ed34201405d89877cadffd5"],"state_sha256":"9204eb843bac4f86f380fc0a2c0d78a297ea6fb76ed28f1a685afd1535cbb8f9"}