{"entities":{"Q1904996":{"pageid":1915738,"ns":120,"title":"Item:Q1904996","lastrevid":71120727,"modified":"2026-04-13T19:37:15Z","type":"item","id":"Q1904996","labels":{"en":{"language":"en","value":"Estimating the adjustment coefficient in an ARMA\\((p,q)\\) risk model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 834211"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$125EA73F-EB12-4FFF-974E-F21F98A422E5","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"c07e4b07235ffba5e03349ff60bfbbabf1730b76","datavalue":{"value":{"text":"Estimating the adjustment coefficient in an ARMA\\((p,q)\\) risk model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1904996$003C42A4-EBC4-49E0-8363-C1058766404C","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"fccb6aacb5edad0ab54c8a313fc50e8d54a9062c","datavalue":{"value":"0844.62086","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1904996$384B3CE5-E5D6-44EA-B38E-C7F2E74C0044","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"489cccff176b73b80ef2488b4f3acff5ae2a6541","datavalue":{"value":"10.1016/0167-6687(95)00017-M","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1904996$15C44D12-BDD7-4072-9F31-CC805471B2F0","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"914085ddde0db31f3efa2ddefea5fc92335f26e8","datavalue":{"value":{"entity-type":"item","numeric-id":1904995,"id":"Q1904995"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$CE15C1C9-196D-4ED2-8D5C-F04CC2545341","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"45080acb1b8f391cf8803d740b66e89579ab8731","datavalue":{"value":{"entity-type":"item","numeric-id":392094,"id":"Q392094"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$5D71980B-A48B-4978-BD83-1F656CBED440","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6fb49545b3ffbd90b84cabc3a46f56807c43d68e","datavalue":{"value":{"entity-type":"item","numeric-id":190727,"id":"Q190727"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$F8EF377E-0496-4F88-802F-CE533BFF19B0","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"e64b1b022fc03684ae7f4d8afc725b31bbf5e91e","datavalue":{"value":{"time":"+1996-02-06T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1904996$3BB481D1-DD66-4C8B-9EAC-162A5B374BE0","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1904996$69D543C9-A878-4658-A3DF-913AB48898A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1904996$3AEBB16B-2C2E-4D6C-8FBD-7E4A5FBDCE30","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1904996$23F09233-C028-443A-97CE-D8562DEFEDAF","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"1c3db238afad8fdc1ac67f7909723b108eea1f37","datavalue":{"value":"834211","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1904996$1BC12F85-00E1-4A33-B14E-D6C520471EC4","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a7b94a43f1b8df8bb7f01e9f8f2e398523b26419","datavalue":{"value":"strong consistency","type":"string"},"datatype":"string"},"type":"statement","id":"Q1904996$07875583-EE86-41B1-9DD9-DEC8B8E2223B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1f4913721f999a790f72a2f7a3ace9f502bab2b8","datavalue":{"value":"ruin probability","type":"string"},"datatype":"string"},"type":"statement","id":"Q1904996$001632FA-CDA8-4635-A7EB-0E55342F12C6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cef530f18586085459d18acd6d66e871f5d0c33e","datavalue":{"value":"adjustment coefficient","type":"string"},"datatype":"string"},"type":"statement","id":"Q1904996$C9CB8935-2110-4522-9FA0-1417E1587D0A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"28e9d4f8843aab98555136a549aa219346282e54","datavalue":{"value":"ARMA\\((p,q)\\) risk model","type":"string"},"datatype":"string"},"type":"statement","id":"Q1904996$3F0DEB9E-406F-4639-9FE1-50AE50103AD5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c03781b7837248d83932cde704ee3a886e91bb6c","datavalue":{"value":"empirical-moment generating function type estimator","type":"string"},"datatype":"string"},"type":"statement","id":"Q1904996$C98223D4-253C-45A8-BC5E-87DCE567D984","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2d880fb83080761048200b45cf2bdb8f12d7a95e","datavalue":{"value":"time series","type":"string"},"datatype":"string"},"type":"statement","id":"Q1904996$4E32E030-C57C-4866-A573-A0EF6ECBF896","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7475b88876f4c9bafc3fd96818138e2481bdd59a","datavalue":{"value":"convergence rates","type":"string"},"datatype":"string"},"type":"statement","id":"Q1904996$FE235A99-0C90-4C45-B699-CC2EB58BC954","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3e7af619c5245bd6079245b26a0c6f66e5879303","datavalue":{"value":"simulation results","type":"string"},"datatype":"string"},"type":"statement","id":"Q1904996$7D6A2406-3797-460A-8BBF-C9D3516EE9C4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3bc5490b5d114e0fc2a3ebe1ef6e73bd6842db18","datavalue":{"value":"finite sample behaviour","type":"string"},"datatype":"string"},"type":"statement","id":"Q1904996$3B9BD414-383B-4509-AA3A-9F15659227E6","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"df7fd673cce343d43da519b90af5b4b3649cc691","datavalue":{"value":{"entity-type":"item","numeric-id":13218,"id":"Q13218"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$5E93472B-5455-409C-ADCD-3ACA70276D86","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$88E813C0-FDEA-4874-AA7E-BB56C5DD6BDB","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"c4183ab380fc384ba8355e7f9701dd711c7c0587","datavalue":{"value":{"entity-type":"item","numeric-id":3773148,"id":"Q3773148"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$BB815CC4-F825-407C-BF94-077F46AB1291","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9b0bd19e44bb9e84a3f1957b398328cb383d2fcf","datavalue":{"value":{"entity-type":"item","numeric-id":3999459,"id":"Q3999459"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$640B84C5-9999-4B1A-B645-4AA3D60D95EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ddc1df8042f424fd9d5b87762ba6191358f3d871","datavalue":{"value":{"entity-type":"item","numeric-id":1188830,"id":"Q1188830"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$C6463C41-7F84-49B0-9A66-34D5D84E8BC5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2511c6b122dd06b4f363b9c4267794ddd92d4bac","datavalue":{"value":{"entity-type":"item","numeric-id":808605,"id":"Q808605"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$DE2ADBF5-3854-4BDB-A9CA-0C12933F60AE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d4b54b1aa7ea254864cf390573bd89912d535b6a","datavalue":{"value":{"entity-type":"item","numeric-id":3667699,"id":"Q3667699"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$C70B2FB6-2DF7-41A2-9957-ED2A60479229","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a397c442bd51378834b04c28f14331a7bda56a7e","datavalue":{"value":{"entity-type":"item","numeric-id":3482701,"id":"Q3482701"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$01ABE252-D957-40D2-84A3-3EEFAAFC77B2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"887b30ab56c82a5ce9b9380cf3b3185cfc22b034","datavalue":{"value":{"entity-type":"item","numeric-id":3990299,"id":"Q3990299"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$7D5B2516-3E4E-4027-AA96-4C48954767B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9078300d0760b4a542978597763d4a97d277698d","datavalue":{"value":{"entity-type":"item","numeric-id":3940706,"id":"Q3940706"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$DAD5995A-028F-488E-890A-19230C13A283","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"757e7f948945bd3906f130a5879e281ec7b22139","datavalue":{"value":{"entity-type":"item","numeric-id":1836459,"id":"Q1836459"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$1616666D-C332-490E-A209-EB77BC4436F5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"658321ef35f3bf36433afdb903e7a4aa003e07a8","datavalue":{"value":{"entity-type":"item","numeric-id":1255286,"id":"Q1255286"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$2836AEC7-578D-4646-958D-A681680131D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"07d979d211c3d67f146e54014dc26be188807803","datavalue":{"value":{"entity-type":"item","numeric-id":4039983,"id":"Q4039983"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$42A1AC9D-E425-4CE7-949C-088A12583AD5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"22ca9d07abfed847d64d3c5ca33a417be4c92507","datavalue":{"value":{"entity-type":"item","numeric-id":1819878,"id":"Q1819878"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$6B0445E1-B5E0-443F-AAB5-5EDFF2A784D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"449d077ee4553dc949b91ab961812109d556a816","datavalue":{"value":{"entity-type":"item","numeric-id":1074281,"id":"Q1074281"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$B2D99122-FFFD-4C29-8D37-8F93D128AC51","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6e1c96e1f90c430d0b85ab25b0e6dfce8e66c1c2","datavalue":{"value":{"entity-type":"item","numeric-id":1182770,"id":"Q1182770"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$B8260880-8193-40FF-8CF7-0FBCC21BE6E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2ad3d8b7cfece2c6f8b8253d39dc6a61b9e58451","datavalue":{"value":{"entity-type":"item","numeric-id":4279653,"id":"Q4279653"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$4F8ABD6A-87C9-4FFE-AF91-27E2D80905EF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"feeaea44c59da9057afd15eb6f7c607bd890637f","datavalue":{"value":{"entity-type":"item","numeric-id":3333923,"id":"Q3333923"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1904996$7C8563C0-A8BD-4D58-92B3-C1D6935FE531","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7173cda3844327c4c9df797dc672ab85f331dbe5","datavalue":{"value":{"entity-type":"item","numeric-id":3990299,"id":"Q3990299"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4df790c7c6e2ae9045cb408f7adbc72ddb96ff92","datavalue":{"value":{"amount":"+0.7939908504486084","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1904996$FA2231E8-CEDB-4083-B182-284D8CAD74D4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"96fc2307df32b75687a32d5d0142f2b03ff5aed9","datavalue":{"value":{"entity-type":"item","numeric-id":1895361,"id":"Q1895361"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fbcaf3bffa570405d848baf8b746cf47f1aa3cf6","datavalue":{"value":{"amount":"+0.7906959652900696","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1904996$77CC4D78-DD69-4607-9813-BC471FA2D66C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e65434f669e838769c9dcdea2ed8ba04d5b9134a","datavalue":{"value":{"entity-type":"item","numeric-id":429976,"id":"Q429976"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9cc9d8ffa07548262f0832d73ef0d59983ad67aa","datavalue":{"value":{"amount":"+0.7711460590362549","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1904996$15A12392-3FF1-4E59-AE9C-8768FE71A093","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"752e5485cce5dbd528540e08192b580028755fa0","datavalue":{"value":{"entity-type":"item","numeric-id":808605,"id":"Q808605"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"431bb21fb994247f50f46673e609e70649b64e89","datavalue":{"value":{"amount":"+0.7559829950332642","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1904996$B9873AFB-BBCF-497F-A82B-CE46374B9263","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4953f62ac9fe1c90a142e1857b7ede9bfc29cd8d","datavalue":{"value":{"entity-type":"item","numeric-id":4248560,"id":"Q4248560"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dd8d7758008566edec6fc8032eeac2ba37af8286","datavalue":{"value":{"amount":"+0.7506137490272522","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1904996$629C20DC-AB24-4B9C-87B4-CC24C61FE95E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Estimating the adjustment coefficient in an ARMA\\((p,q)\\) risk model","badges":[]}}}}}