{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2013:TUFRZGYJKM45ZA5QOWFFFFLZY2","short_pith_number":"pith:TUFRZGYJ","canonical_record":{"source":{"id":"1303.5525","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.ME","submitted_at":"2013-03-22T06:21:42Z","cross_cats_sorted":[],"title_canon_sha256":"f50ddb90f8b0566c9d290915c777f2b9bf421e23168b2aea0c5c576f17bbdba8","abstract_canon_sha256":"521120dbcc54cbf3768998188ef2af868c29b42c370e36f1208fb5750ec851ea"},"schema_version":"1.0"},"canonical_sha256":"9d0b1c9b095339dc83b0758a529579c686c02c02a1d8fa2473a21567763c157d","source":{"kind":"arxiv","id":"1303.5525","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1303.5525","created_at":"2026-05-18T02:58:43Z"},{"alias_kind":"arxiv_version","alias_value":"1303.5525v2","created_at":"2026-05-18T02:58:43Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1303.5525","created_at":"2026-05-18T02:58:43Z"},{"alias_kind":"pith_short_12","alias_value":"TUFRZGYJKM45","created_at":"2026-05-18T12:28:02Z"},{"alias_kind":"pith_short_16","alias_value":"TUFRZGYJKM45ZA5Q","created_at":"2026-05-18T12:28:02Z"},{"alias_kind":"pith_short_8","alias_value":"TUFRZGYJ","created_at":"2026-05-18T12:28:02Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2013:TUFRZGYJKM45ZA5QOWFFFFLZY2","target":"record","payload":{"canonical_record":{"source":{"id":"1303.5525","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.ME","submitted_at":"2013-03-22T06:21:42Z","cross_cats_sorted":[],"title_canon_sha256":"f50ddb90f8b0566c9d290915c777f2b9bf421e23168b2aea0c5c576f17bbdba8","abstract_canon_sha256":"521120dbcc54cbf3768998188ef2af868c29b42c370e36f1208fb5750ec851ea"},"schema_version":"1.0"},"canonical_sha256":"9d0b1c9b095339dc83b0758a529579c686c02c02a1d8fa2473a21567763c157d","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T02:58:43.373090Z","signature_b64":"AEou/M8L+N1DIJsXRfe/xQhB7f/6QXlWmkQRHU/jNZcole23JCJCfcjSe18thE6YMMh/PQhWrmR9zTeHkpGyAw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"9d0b1c9b095339dc83b0758a529579c686c02c02a1d8fa2473a21567763c157d","last_reissued_at":"2026-05-18T02:58:43.372282Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T02:58:43.372282Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1303.5525","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":"2026-05-18T02:58:43Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"kNmWwOD+Bcp+u0agusvjGr3iSjESNccPAATmSeykd71iKWKl0kjjWiAskXs0UpC1mzOEHGugoa+DWxs3PqpACQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-27T15:40:09.015379Z"},"content_sha256":"67b89e0b701993eb2e73cc0b8a3c61ec38225cb0a69a75ca59c53e517527feef","schema_version":"1.0","event_id":"sha256:67b89e0b701993eb2e73cc0b8a3c61ec38225cb0a69a75ca59c53e517527feef"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2013:TUFRZGYJKM45ZA5QOWFFFFLZY2","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Markov Switching Component ARCH Model: Stability and Forecasting","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"stat.ME","authors_text":"N. Alemohammad, S. H. Alizadeh, S. Rezakhah","submitted_at":"2013-03-22T06:21:42Z","abstract_excerpt":"This paper introduces an extension of the Markov switching GARCH model where the volatility in each state is a convex combination of two different GARCH components with time varying weights. This model has the dynamic behavior to capture the variants of shocks. The asymptotic behavior of the second moment is investigated and an appropriate upper bound for it is evaluated. The estimation of the parameters by using the Bayesian method via Gibbs sampling algorithm is studied. Finally we illustrate the efficiency of the model by simulation and empirical analysis. We show that this model provides a"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1303.5525","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":"2026-05-18T02:58:43Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"A5khailesoN4CvYM+9RpgAxwy9o0eTs8NgOWnOpk1rxSma7IPRHBhN3DgLmNWs0qgUzx34x4YXiFEfoxKgCKAg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-27T15:40:09.015719Z"},"content_sha256":"d3116e53b63fe6d95c79702b870e0798b2a74e940a4ac92055fda3aadd714e96","schema_version":"1.0","event_id":"sha256:d3116e53b63fe6d95c79702b870e0798b2a74e940a4ac92055fda3aadd714e96"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/TUFRZGYJKM45ZA5QOWFFFFLZY2/bundle.json","state_url":"https://pith.science/pith/TUFRZGYJKM45ZA5QOWFFFFLZY2/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/TUFRZGYJKM45ZA5QOWFFFFLZY2/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":"2026-06-27T15:40:09Z","links":{"resolver":"https://pith.science/pith/TUFRZGYJKM45ZA5QOWFFFFLZY2","bundle":"https://pith.science/pith/TUFRZGYJKM45ZA5QOWFFFFLZY2/bundle.json","state":"https://pith.science/pith/TUFRZGYJKM45ZA5QOWFFFFLZY2/state.json","well_known_bundle":"https://pith.science/.well-known/pith/TUFRZGYJKM45ZA5QOWFFFFLZY2/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2013:TUFRZGYJKM45ZA5QOWFFFFLZY2","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":"521120dbcc54cbf3768998188ef2af868c29b42c370e36f1208fb5750ec851ea","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.ME","submitted_at":"2013-03-22T06:21:42Z","title_canon_sha256":"f50ddb90f8b0566c9d290915c777f2b9bf421e23168b2aea0c5c576f17bbdba8"},"schema_version":"1.0","source":{"id":"1303.5525","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1303.5525","created_at":"2026-05-18T02:58:43Z"},{"alias_kind":"arxiv_version","alias_value":"1303.5525v2","created_at":"2026-05-18T02:58:43Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1303.5525","created_at":"2026-05-18T02:58:43Z"},{"alias_kind":"pith_short_12","alias_value":"TUFRZGYJKM45","created_at":"2026-05-18T12:28:02Z"},{"alias_kind":"pith_short_16","alias_value":"TUFRZGYJKM45ZA5Q","created_at":"2026-05-18T12:28:02Z"},{"alias_kind":"pith_short_8","alias_value":"TUFRZGYJ","created_at":"2026-05-18T12:28:02Z"}],"graph_snapshots":[{"event_id":"sha256:d3116e53b63fe6d95c79702b870e0798b2a74e940a4ac92055fda3aadd714e96","target":"graph","created_at":"2026-05-18T02:58:43Z","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":"This paper introduces an extension of the Markov switching GARCH model where the volatility in each state is a convex combination of two different GARCH components with time varying weights. This model has the dynamic behavior to capture the variants of shocks. The asymptotic behavior of the second moment is investigated and an appropriate upper bound for it is evaluated. The estimation of the parameters by using the Bayesian method via Gibbs sampling algorithm is studied. Finally we illustrate the efficiency of the model by simulation and empirical analysis. We show that this model provides a","authors_text":"N. Alemohammad, S. H. Alizadeh, S. Rezakhah","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.ME","submitted_at":"2013-03-22T06:21:42Z","title":"Markov Switching Component ARCH Model: Stability and Forecasting"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1303.5525","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":"sha256:67b89e0b701993eb2e73cc0b8a3c61ec38225cb0a69a75ca59c53e517527feef","target":"record","created_at":"2026-05-18T02:58:43Z","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":"521120dbcc54cbf3768998188ef2af868c29b42c370e36f1208fb5750ec851ea","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.ME","submitted_at":"2013-03-22T06:21:42Z","title_canon_sha256":"f50ddb90f8b0566c9d290915c777f2b9bf421e23168b2aea0c5c576f17bbdba8"},"schema_version":"1.0","source":{"id":"1303.5525","kind":"arxiv","version":2}},"canonical_sha256":"9d0b1c9b095339dc83b0758a529579c686c02c02a1d8fa2473a21567763c157d","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"9d0b1c9b095339dc83b0758a529579c686c02c02a1d8fa2473a21567763c157d","first_computed_at":"2026-05-18T02:58:43.372282Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T02:58:43.372282Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"AEou/M8L+N1DIJsXRfe/xQhB7f/6QXlWmkQRHU/jNZcole23JCJCfcjSe18thE6YMMh/PQhWrmR9zTeHkpGyAw==","signature_status":"signed_v1","signed_at":"2026-05-18T02:58:43.373090Z","signed_message":"canonical_sha256_bytes"},"source_id":"1303.5525","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:67b89e0b701993eb2e73cc0b8a3c61ec38225cb0a69a75ca59c53e517527feef","sha256:d3116e53b63fe6d95c79702b870e0798b2a74e940a4ac92055fda3aadd714e96"],"state_sha256":"c0602f0d95b32ef64c5955c96bdc46b26b22f7fbe41949bb450bde8ba3fd65f4"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"PK0q7htlY8KTdaQMLgOfyshNcmMji2UqmMaRKCHOAQNflnPlzAvVHVB8oYwc5pdwCEa0lyfBfzgctnU2M8sqCg==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-27T15:40:09.017559Z","bundle_sha256":"7fee3765fd91ce7a3a8a54f87ec6e563024bcc7f6868c273809a0d637644a1a4"}}