{"entities":{"Q2046303":{"pageid":2057045,"ns":120,"title":"Item:Q2046303","lastrevid":57706101,"modified":"2026-04-01T00:20:04Z","type":"item","id":"Q2046303","labels":{"en":{"language":"en","value":"Estimation of stopping times for stopped self-similar random processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7382651"}},"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":"Q2046303$DD242CB2-621D-4646-A4DB-F871C426AE26","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"e3e5d973c6c6376aa11096bbc9248eee8eda888a","datavalue":{"value":{"text":"Estimation of stopping times for stopped self-similar random processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2046303$59475A02-DCF5-4F6D-BD9A-62D35A6030F0","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"a5ced52aed3facfa7c52d06a621c60a950f9b6c6","datavalue":{"value":"1473.62124","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2046303$0B750421-05ED-45FF-A027-DCCEC23C9239","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"3bc34c9ad7ce8eb7564729bbc680a360e54824c4","datavalue":{"value":{"entity-type":"item","numeric-id":2046302,"id":"Q2046302"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2046303$6ED5A7B9-06AA-4E93-84B2-E72450B863F7","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"da702089ebc3cbbc155503438fc8c6a94e431fbf","datavalue":{"value":{"entity-type":"item","numeric-id":180823,"id":"Q180823"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2046303$6691A2C3-8B7F-4DF1-840F-3CADAD927D7F","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"7e9d8f11f2475597204ac70874001750a176c698","datavalue":{"value":{"time":"+2021-08-17T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2046303$F8488B1C-256D-471F-8428-C23F6785F6E5","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"ea9599f4c8852b59faf1f23c64d96ef3b813b8c6","datavalue":{"value":"https://arxiv.org/abs/1905.10165","type":"string"},"datatype":"url"},"type":"statement","id":"Q2046303$681C4686-2F09-4718-B200-C215C77D1B33","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"254ef2315c2b5960eda04b34cf54b4811d474d05","datavalue":{"value":"Let \\(Y= \\{Y_t,t\\geq 0\\}\\) be a self-similar process with scaling parameter \\(H.\\) Let \\(T\\) be a non-negative stopping time with density \\(f_T\\) independent of the process \\(Y.\\) Let \\(X_1,\\dots,X_n\\) be an i.i.d. sample of \\(Y_T.\\) The author constructs a nonparametric estimator of the density \\(f_T\\) using Mellin transform techniques based on the fact that the distribution of \\(T^HY_1\\) is the same as that of \\(Y_T.\\) The minimax convergence rate of this estimator is calculated for some examples including the case of the Bessel process. Asymptotic normality of the estimator is proved for the case of the Bessel process. Results of \\textit{D. Belomestny} and \\textit{J. Schoenmakers} [Stochastic Processes Appl. 126, No. 7, 2092--2122 (2016; Zbl 1337.60089)] were extended to multi-dimensional Brownian motion.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2046303$83087200-48CC-490B-8D7F-D774A5CFA91C","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"58591a8ac1354bf12129571c1d7757e1ee3beef9","datavalue":{"value":"62G07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2046303$910FE81C-00A2-4122-9861-81467F81006E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9c26edc64a90bba56c1183f94fc53f8fb4f27024","datavalue":{"value":"60G18","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2046303$4F409FC0-7DD0-42C5-8BEB-B38D898CE98E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"96985b9b4d60c0f935f371b2243a7deeef976496","datavalue":{"value":"60G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2046303$8ACE3284-EF64-4915-ABA1-655EE0658194","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"ea3475d4c22dc51a420786874bb708769d5bfd82","datavalue":{"value":"62G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2046303$9915BA44-3B1C-4AF1-A08B-4029CC3EC282","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"c144754e53377bb0dd0b25efcb6dd419e7ed9683","datavalue":{"value":"7382651","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2046303$0AD7E08E-68AC-4594-9F44-7ED30CAAE333","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d86b1523f9106b7bac978948be02ea120135f5f0","datavalue":{"value":"self-similar process","type":"string"},"datatype":"string"},"type":"statement","id":"Q2046303$A334F552-91FF-411A-AFA9-E799C9F45276","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5a03cc33816661d678382a4ebfcf6816d90d6726","datavalue":{"value":"density estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2046303$B6329566-4693-47D4-BC74-95FE849EE22E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2ef99431d77b1ef758195f0ff12c978bae2746ca","datavalue":{"value":"Mellin transform","type":"string"},"datatype":"string"},"type":"statement","id":"Q2046303$7E19902A-9591-47DF-9B13-4B80A99400D2","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"462701f9312b1dfbc513930a6cd6c6b89b3cd42f","datavalue":{"value":{"entity-type":"item","numeric-id":169511,"id":"Q169511"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2046303$EDB2E3E1-E3CA-4489-A808-371A26334B5D","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":"Q2046303$083C6C74-BEEE-4A31-A31F-1173BA475895","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"c7f9a1dc8287f4eed120ac6787953478846c39c2","datavalue":{"value":"W3135753856","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2046303$64682E99-228C-4BE4-ABE1-3CB2E2821AD0","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"7353a9573c6bfd39561f913f769e86f5b2f6ee89","datavalue":{"value":{"entity-type":"item","numeric-id":4222737,"id":"Q4222737"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2046303$E2515AD2-970B-4E66-A7F8-DD16E98E57DD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1bca50eba303adf8d71ef8fba6480a71ff7b85b5","datavalue":{"value":{"entity-type":"item","numeric-id":491725,"id":"Q491725"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2046303$8FCBC6AB-E80B-4CCC-BC25-A3158E7CFFB2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"16aa40524692f699c883650a79c1c452ba92cb29","datavalue":{"value":{"entity-type":"item","numeric-id":271884,"id":"Q271884"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2046303$7C26C94D-8924-4E77-9978-679FCF631FAF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f39fde475c7aa4d7a3d44135d4da5d4b340469e8","datavalue":{"value":{"entity-type":"item","numeric-id":4092387,"id":"Q4092387"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2046303$14683D61-82DE-498D-BC1D-799C44E0AE4E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"da8989c78f2b47c15a618e2333e5ecfa435c8c95","datavalue":{"value":{"entity-type":"item","numeric-id":1370719,"id":"Q1370719"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2046303$E5206070-5233-4A0A-8F19-FF90A8B516E4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e52ea099c1f9b5fe5cb2ce6844bf1e19b5094c38","datavalue":{"value":{"entity-type":"item","numeric-id":2346525,"id":"Q2346525"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2046303$6021F323-F630-4B55-B1A9-37809E9E2635","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d0e7a4d2be7fe4ec83fa0f33bca73a6237de0ce","datavalue":{"value":{"entity-type":"item","numeric-id":3232397,"id":"Q3232397"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2046303$B68F8623-B78F-457C-A1C6-A3485C1E0F03","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7d6d190e22547ddcff84c66baf0f714a99f2aeda","datavalue":{"value":{"entity-type":"item","numeric-id":672981,"id":"Q672981"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2046303$AB82B7DF-6758-408D-BE8F-6F48561AB707","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a34973bcd335987824a64e53dbbe475e3467e60d","datavalue":{"value":{"entity-type":"item","numeric-id":4130130,"id":"Q4130130"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2046303$A9857166-B3BA-434F-A28E-459F17E236C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b9a95ddf94de7fa4f49a4c72eb9d98576eb9d1ce","datavalue":{"value":{"entity-type":"item","numeric-id":4777828,"id":"Q4777828"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2046303$5DED34B0-7C87-4D81-86CB-1AD337EAA368","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5fba4cbaf8626c697c3fdfac486e8430d0fcfe8d","datavalue":{"value":{"entity-type":"item","numeric-id":4226355,"id":"Q4226355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2046303$E81EA03D-6EC5-42B4-A0EA-99AF08122FAB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b3498f6cabdae0ac4c28dbed65ec6d3988d0fb0b","datavalue":{"value":{"entity-type":"item","numeric-id":5900422,"id":"Q5900422"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2046303$EFAEB71F-7379-42EC-9D6A-A451C04C2746","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"b6c2517106913f1264eda4682246d48bf35f757e","datavalue":{"value":"10.1007/S11203-020-09234-0","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2046303$01277E90-7731-4E1C-BDC4-B02868551D63","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1b9db34fe066c2e56c15e8cecdfa2f00a3a19502","datavalue":{"value":{"entity-type":"item","numeric-id":3025978,"id":"Q3025978"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a5fc522e395f94ebd3b813d354a9fff8bbe046f6","datavalue":{"value":{"amount":"+0.7266274690628052","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":"Q2046303$25DF92A2-4858-4171-9654-250A5BC83C09","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"72f44d6faa5ca491acaecbae4d9a26c0e2b3917d","datavalue":{"value":{"entity-type":"item","numeric-id":2482610,"id":"Q2482610"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"62213cc519118ff33bc641dab2116e8b275e92da","datavalue":{"value":{"amount":"+0.7119820713996887","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2046303$F4A4FC8F-F7FC-4F05-8A1F-C89BBC70FE1A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"23c5a200d830fca739413897e51853cd08a60499","datavalue":{"value":{"entity-type":"item","numeric-id":3697986,"id":"Q3697986"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cc69f90efa391ae5285e4f8f5d294f4e5e7628a9","datavalue":{"value":{"amount":"+0.7095739841461182","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":"Q2046303$89C9C1A4-6190-4852-8260-9A084D058A91","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4ebcb122c52340052b3faf28042e5f3c91430607","datavalue":{"value":{"entity-type":"item","numeric-id":971934,"id":"Q971934"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b000d8c92f58698d4bda911e199d180c84fc51a8","datavalue":{"value":{"amount":"+0.7064020037651062","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2046303$BBCB8E73-FC23-488B-B223-7C055E032275","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3a83ff96addce78f0fbb0f245d6fa8b096a9544c","datavalue":{"value":{"entity-type":"item","numeric-id":1368861,"id":"Q1368861"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fceae6b5722b13ce918621c8b0088a12ee5470a8","datavalue":{"value":{"amount":"+0.7060074806213379","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":"Q2046303$212CBD14-847D-4425-A9E3-157F026F017B","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"45fcd4163b5f33e6e8c784f5522d7246c0a1a61e","datavalue":{"value":{"entity-type":"item","numeric-id":57056,"id":"Q57056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2046303$4900C940-C8CD-42CB-80AB-A451338F55A6","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2046303","badges":[]}}}}}