{"entities":{"Q2193334":{"pageid":2204077,"ns":120,"title":"Item:Q2193334","lastrevid":71517111,"modified":"2026-04-13T22:46:59Z","type":"item","id":"Q2193334","labels":{"en":{"language":"en","value":"Threshold estimation for a spectrally negative L\u00e9vy process"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7239132"}},"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":"Q2193334$09BF1411-133C-40DC-AA0A-F511D74AA8E7","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"ff47d2c8447285694bcd88359548eb3ff3235eb8","datavalue":{"value":{"text":"Threshold estimation for a spectrally negative L\u00e9vy process","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2193334$27C1593A-5568-441A-ADDE-FEEBA0DF9232","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"8149a817516d8cc6873e4991848cab2b0356a6fc","datavalue":{"value":"1459.60102","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2193334$5D0865C1-74D3-4AC8-83FF-7E6F1371CD64","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"5f6af68adbdc8b4bef5a25ad11c065f671acabec","datavalue":{"value":"10.1155/2020/3561089","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2193334$A4626998-99F6-4D08-9FCD-21C60F8E58C0","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"06d4ee90bd295269f5064503e3bd32714b127d91","datavalue":{"value":{"entity-type":"item","numeric-id":1789704,"id":"Q1789704"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$4F418293-8BD7-4275-85F1-ADE84541750C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"9f312fc583e39a4988295cd373a2baa73f5b0df2","datavalue":{"value":{"entity-type":"item","numeric-id":2193333,"id":"Q2193333"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$C9018B08-9241-47A8-914F-00F1E6359CAB","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"3dc97bc0aff607b9c22ce37ffa18b6de85001d90","datavalue":{"value":{"entity-type":"item","numeric-id":86199,"id":"Q86199"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$67B81F39-9331-40DB-A9AE-69EA1B89DA71","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"40d6298d979cc5fe8f26a1cea0e2ec254982529e","datavalue":{"value":{"time":"+2020-08-25T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2193334$C0A22C0D-1662-46C7-97F6-C9EB1FF186AD","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"9079e04c8f53fd4e4d742b27e8a30efa2a4c7a87","datavalue":{"value":"Summary: Consider a spectrally negative L\u00e9vy process with unknown diffusion coefficient and L\u00e9vy measure and suppose that the high frequency trading data is given. We use the techniques of threshold estimation and regularized Laplace inversion to obtain the estimator of survival probability for a spectrally negative L\u00e9vy process. The asymptotic properties are given for the proposed estimator. Simulation studies are also given to show the finite sample performance of our estimator.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2193334$B6D99AB4-CC39-4383-8181-5281455B577E","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"6fa38271e9e7d141d1f93caf004b4b7fbd32ad38","datavalue":{"value":"60G51","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2193334$12EC1F18-2618-407A-8360-E5891BB425A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"0ed9260f17ad1af7ba99dd351f3a77320ab213fd","datavalue":{"value":"62M09","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2193334$C2426EAB-C6DE-47FC-93E5-78EC319A0B68","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"9492bd988567aaa1eba85a70202a378f41519866","datavalue":{"value":"7239132","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2193334$E6D200ED-FCEE-429A-984C-8D1DF9140560","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":"Q2193334$59CA7F73-BA5B-4F04-BC7A-748214441D03","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"aa39a49fe847292075d9486768ba395fc07dfc28","datavalue":{"value":"https://doi.org/10.1155/2020/3561089","type":"string"},"datatype":"url"},"type":"statement","id":"Q2193334$F11F605E-69D3-41F9-8853-804D8774D088","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"6fed9290d5116aa8fc57b79d315a0338a0a7b60d","datavalue":{"value":"W3045676475","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2193334$C04EC421-2C74-4720-8308-C14862AA9983","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"74c5e52fcef10d9d53148e58b52a0892040c7fe0","datavalue":{"value":{"entity-type":"item","numeric-id":3560912,"id":"Q3560912"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$2D5A0CB9-238A-4841-A734-FD355B46D664","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d398b3b3ca499b7de8f73da2f102cdb78322c14e","datavalue":{"value":{"entity-type":"item","numeric-id":756904,"id":"Q756904"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$6A617E45-FF97-4C17-AC16-856E503FD43D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9213ce7e615114daa9d0d821ac2b828f86512899","datavalue":{"value":{"entity-type":"item","numeric-id":1318550,"id":"Q1318550"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$8C4B55CE-F1CE-4979-9569-999CA9E95F3A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"04868ed0623a5994ed1dbb0a812d053fe735ab0f","datavalue":{"value":{"entity-type":"item","numeric-id":429991,"id":"Q429991"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$8C25DFF8-A647-4600-A864-08C38BD94224","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b02c5a3949ff30617892c9320e33c251c77c30ea","datavalue":{"value":{"entity-type":"item","numeric-id":3599684,"id":"Q3599684"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$C0B5A54D-BD9B-4CF1-88C4-1493928E0DC1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"86c587dd7ba769c1eaf79881eeba1153ae49e1b2","datavalue":{"value":{"entity-type":"item","numeric-id":923576,"id":"Q923576"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$7CEA27DD-EC80-49BE-8458-9966BBA6C0FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"87917bbb94c6982978376f8c3f0c56cf6ce991c5","datavalue":{"value":{"entity-type":"item","numeric-id":1019521,"id":"Q1019521"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$F167176A-8C3E-4EF3-910A-25AF6302F813","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b46affb0d0570bc634050c3f7628488788f94e76","datavalue":{"value":{"entity-type":"item","numeric-id":1804822,"id":"Q1804822"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$1BD93E79-1343-42F0-BEC2-417E7799F46C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5c5aa299aa95a4a93181b9c7415c67847f86306c","datavalue":{"value":{"entity-type":"item","numeric-id":5467670,"id":"Q5467670"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$D053B7F6-457D-4499-9BE0-C59BEB4E7DEB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d181489e7f5f620bf878dddd3fafbf27436d3912","datavalue":{"value":{"entity-type":"item","numeric-id":2291329,"id":"Q2291329"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$3B72046E-C430-4325-913B-6E42903ACAE8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f564d24f0a284aa691626356bcd3198a44d7f66b","datavalue":{"value":{"entity-type":"item","numeric-id":4576854,"id":"Q4576854"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$C352AE6D-4EF4-4C63-8D1F-171E3275A043","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a02cbf2b7e7e5ea828da621646a1409c8e7df8ea","datavalue":{"value":{"entity-type":"item","numeric-id":1045792,"id":"Q1045792"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$A806E3A7-AA38-456E-835C-3AC1D54C7584","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ee93b3cf61a3693c25ad5990cabbbd3000dc7c80","datavalue":{"value":{"entity-type":"item","numeric-id":548536,"id":"Q548536"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$0AB6A271-617B-4881-88A1-0B4A90916985","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d9991e8c1bd63e19a0174faed1f181fbadd777f8","datavalue":{"value":{"entity-type":"item","numeric-id":2445988,"id":"Q2445988"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$F9FC18CD-F72A-450D-8CD2-2DC2979550D4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b75f42774f69547939c848cb1470f350f4f4dfc4","datavalue":{"value":{"entity-type":"item","numeric-id":2397856,"id":"Q2397856"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$ABA80D07-2866-4F11-A045-69CDFEE58E4C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e57404a69e3b8d87c2a67e3564534665f4677c40","datavalue":{"value":{"entity-type":"item","numeric-id":1789705,"id":"Q1789705"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$82E41112-4EA5-47C3-90C8-7185A858AE24","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1e32a811117b14a0f81577a027f0d5919f39b770","datavalue":{"value":{"entity-type":"item","numeric-id":2406315,"id":"Q2406315"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$D18EA97E-42E4-4166-AA5C-B69BEC72AE83","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"504271223a84689eacbaeac82c14e3f7b86b4dac","datavalue":{"value":{"entity-type":"item","numeric-id":5899410,"id":"Q5899410"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$ECED5669-60B2-481D-A1F2-DB38909E292A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8132f0312f4302a73a9d3315bf8f18fb07c2c179","datavalue":{"value":{"entity-type":"item","numeric-id":3552978,"id":"Q3552978"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$4A8876C7-DAED-499B-AE07-CA242A4EA78C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a518aabfd82a43715e69e53314bae515014f9fad","datavalue":{"value":{"entity-type":"item","numeric-id":1003819,"id":"Q1003819"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$DC481BFD-E66C-4FA8-8AEE-00F8C8854660","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5729b5bbb49a78ab114fa57eec51e6c2526ed057","datavalue":{"value":{"entity-type":"item","numeric-id":1012526,"id":"Q1012526"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$6271C889-44A8-48BE-A913-E90763630049","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"df8a123b3c1c219b2fc84ee7dfa98929b7a2b04c","datavalue":{"value":{"entity-type":"item","numeric-id":1879913,"id":"Q1879913"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$A0E2FDF1-3EDE-4798-AE3C-7202A4B084BB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d63cbb19d42b1083ee031945eedcf67b3731af40","datavalue":{"value":{"entity-type":"item","numeric-id":1330932,"id":"Q1330932"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$4E9FE00B-667A-4BA8-9A46-F53A42E3C2D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1705ddf10ddce3ca97bca40398002a5f2288670b","datavalue":{"value":{"entity-type":"item","numeric-id":2514616,"id":"Q2514616"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$8D3B4767-D1F2-4564-AF78-9CCF206BC654","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0e736740d61d5125401b6481fe08f667d97e414e","datavalue":{"value":{"entity-type":"item","numeric-id":1624625,"id":"Q1624625"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$C0F3FC45-C169-4C46-87A3-2237C02AC985","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5c192cfbc3f0241c06cb6ef4fb0e80cddc30e21b","datavalue":{"value":{"entity-type":"item","numeric-id":4583612,"id":"Q4583612"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$0E849A3E-47CE-40CE-83D6-F511B4D451B2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2a727090100f4266ac62287f0902a987f475e745","datavalue":{"value":{"entity-type":"item","numeric-id":2190324,"id":"Q2190324"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$B673FE4E-07E6-47B7-947E-A5097073F636","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"28252d4f637e80f3315256818752b3e3aa44977a","datavalue":{"value":{"entity-type":"item","numeric-id":1789705,"id":"Q1789705"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a4816756cac396f14e65208f3021f8ccacac9275","datavalue":{"value":{"amount":"+0.8654435873031616","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":"Q2193334$D8D4316D-CE02-4410-8322-28DDDE252145","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e3ceb127d6956b59c24993e4be82120b25e1211c","datavalue":{"value":{"entity-type":"item","numeric-id":2406315,"id":"Q2406315"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b782bc2266e4173e88952eeaf0abda4e721f64b2","datavalue":{"value":{"amount":"+0.8110180497169495","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":"Q2193334$204DDBE8-E83B-4364-9F9F-791E9C58E6C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2bd1a7784a9d81ca5ca1e8958f3e45a6b1eb962b","datavalue":{"value":{"entity-type":"item","numeric-id":2270272,"id":"Q2270272"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0675ea5e910255e30cb29b09241e3b670feb8862","datavalue":{"value":{"amount":"+0.7976944446563721","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":"Q2193334$316A81B4-A08E-45CE-A18B-E35F64F441BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a8e6c77b188d6c3dd8f593a62bb515f2f0a29d27","datavalue":{"value":{"entity-type":"item","numeric-id":1983628,"id":"Q1983628"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"05fda8853a7dd4405fb04f449fab04717132cf2c","datavalue":{"value":{"amount":"+0.7788355946540833","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":"Q2193334$199369E5-2F87-4A78-8C54-5F0F062D6C23","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b605e98cb81079873ddb58b088126718b7721452","datavalue":{"value":{"entity-type":"item","numeric-id":847639,"id":"Q847639"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e2f640082d6537a60e5d03e8ae3c48113bf7c7bf","datavalue":{"value":{"amount":"+0.7559525966644287","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":"Q2193334$2EC104AC-3250-47F0-A26A-C555782736DB","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"45fcd4163b5f33e6e8c784f5522d7246c0a1a61e","datavalue":{"value":{"entity-type":"item","numeric-id":57056,"id":"Q57056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2193334$BF9B61D0-8889-4683-A71A-A1A42A69A2C8","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Threshold estimation for a spectrally negative L\u00e9vy process","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Threshold_estimation_for_a_spectrally_negative_L%C3%A9vy_process"}}}}}