{"entities":{"Q2911651":{"pageid":2922376,"ns":120,"title":"Item:Q2911651","lastrevid":85064657,"modified":"2026-06-03T05:45:17Z","type":"item","id":"Q2911651","labels":{"en":{"language":"en","value":"Efficient covariance estimation for asynchronous noisy high-frequency data"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6075206"}},"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":"Q2911651$3D6CD98C-2314-4766-98FA-B23443EFC375","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"639335fface6331ea065e6522bef87fdef83a75e","datavalue":{"value":"1246.91148","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2911651$E73FDDED-75DE-4976-A65D-5AD4C5E0EF1F","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"9eda800713797d91b8dcbb50fbbc35908bf4d6a8","datavalue":{"value":{"entity-type":"item","numeric-id":350688,"id":"Q350688"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2911651$71B7CB3E-B6CD-4620-BF60-09CB365C8C09","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"93400fd52a0f6b3bb1d741eb675319c287921b73","datavalue":{"value":{"entity-type":"item","numeric-id":59389,"id":"Q59389"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2911651$2866CB00-4F81-4B32-AEC2-CBABF73BFAD8","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"1038b2e5d4c4f9567abf233280303619fd6ab081","datavalue":{"value":{"time":"+2012-09-01T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2911651$B8EE93C4-F537-465F-BCB8-D38CD8D6D8FA","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"81f1100b15a67540d89e5feb9523cd2c85284d0b","datavalue":{"value":"https://arxiv.org/abs/0812.3536","type":"string"},"datatype":"url"},"type":"statement","id":"Q2911651$EB236F7B-CA97-4903-BDB1-F62446CE3A4E","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2911651$BB60C4F2-03EB-49F9-8311-E4AD6336B57B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2911651$336164F4-24F2-484B-B324-BC0878BB2E7E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"772afcc76afc6ed455612e61ae15c7b17b2b953a","datavalue":{"value":"60H30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2911651$125587E2-A6F3-46F8-9EFC-FB85AEBB618F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"0ed9260f17ad1af7ba99dd351f3a77320ab213fd","datavalue":{"value":"62M09","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2911651$D73A1448-AF99-4186-8F00-A2113F5A2792","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b1def3deb8abd8e53c78db5a64cd51577685e4e6","datavalue":{"value":"6075206","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2911651$4658D923-C13C-4AE4-B813-FBD68661A840","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b629b9e171df099a1e8e41b1713b52286af2ed76","datavalue":{"value":"asynchronous observations","type":"string"},"datatype":"string"},"type":"statement","id":"Q2911651$AF282188-5BE8-4DB8-8C0A-5C0B963C15FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"78393bd5b4c188f50a9b5409e9a8cbd772866aad","datavalue":{"value":"market microstructure noise","type":"string"},"datatype":"string"},"type":"statement","id":"Q2911651$C92FF279-132C-4D7F-91D8-741B43E5884B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"690f8716699297642b25b308fb596e32af92e623","datavalue":{"value":"multi-scale estimator","type":"string"},"datatype":"string"},"type":"statement","id":"Q2911651$9299135C-36AD-4345-B5CB-3E0D82C47EC8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"614c6b10dd67e228cffa51823df1dbd96dd2515b","datavalue":{"value":"optimal rate","type":"string"},"datatype":"string"},"type":"statement","id":"Q2911651$D69B77B7-A542-4A38-866A-D3AB5184D852","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"dc84609843728cab53111311780dc82a95b01c6e","datavalue":{"value":"quadratic covariation estimator","type":"string"},"datatype":"string"},"type":"statement","id":"Q2911651$FF339D92-9CD0-480C-A891-E0DFF0AC19AE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e44ec383080eca19f7f5f7d73841dae9eb8e8223","datavalue":{"value":"subsampling","type":"string"},"datatype":"string"},"type":"statement","id":"Q2911651$7DD6B786-3EC2-4BCB-B5C5-3CEFFC0BDA95","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":"Q2911651$37CA8151-6340-4A7D-BF85-3FE83920D2ED","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"95f8f7167cf3fe7609444d6f2875094c52b89be4","datavalue":{"value":"W2157777805","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2911651$A82359B6-1647-4D33-9939-67ED1A9E4C94","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"d1c8f463796316284b4cb6ae093995dd6832bdde","datavalue":{"value":{"entity-type":"item","numeric-id":3548513,"id":"Q3548513"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2911651$DFEC3295-C0B1-449E-B2D6-A37FEB7D5544","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"62ee9eb698d6a8d680a6cb47862af38145fedd6c","datavalue":{"value":{"entity-type":"item","numeric-id":737896,"id":"Q737896"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2911651$3DD51A73-F5C7-459B-BF71-54D648F7AC7C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"489c2cb58fbb4b77a8960c7ea688735c0f407f04","datavalue":{"value":{"entity-type":"item","numeric-id":4534851,"id":"Q4534851"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2911651$98CEB55A-3F9D-4C46-9F97-C80A00F8B6E1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"24eac67c7172c6c205ce3dafcd27af6bb8498de9","datavalue":{"value":{"entity-type":"item","numeric-id":737261,"id":"Q737261"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2911651$164F9ABE-48C3-4B3F-8279-9ED728E594CD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c9e5dd3cd8eb92b30c444f273a73290250cbf351","datavalue":{"value":{"entity-type":"item","numeric-id":1781192,"id":"Q1781192"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2911651$A562291F-AA26-4DA5-B650-5EF7FC0699C2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e0a3b2a2777a3215c3547263d5ddbc611935e1f0","datavalue":{"value":{"entity-type":"item","numeric-id":2389230,"id":"Q2389230"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2911651$F9A44DC4-C469-442E-AFF4-D551BBF0E022","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"99cc6cfec0687d0415e8327e5153027750dd8b1c","datavalue":{"value":{"entity-type":"item","numeric-id":1083778,"id":"Q1083778"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2911651$FD351331-E936-4FED-8108-FBA9ED033497","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2f65cf39a0b40f437f492397a4493868fdc5f1fd","datavalue":{"value":{"entity-type":"item","numeric-id":4223514,"id":"Q4223514"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2911651$F6CB3EE3-7D17-4758-BA32-63F95C0F2B91","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4c004ee6802dfae7f6f852cac525cd410a3faded","datavalue":{"value":{"entity-type":"item","numeric-id":1915050,"id":"Q1915050"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2911651$19CDCFE8-DD0B-45B8-86D1-C166AB3AA4B5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bad16d6b1063a04e0a6e2d566b6042a7715bee37","datavalue":{"value":{"entity-type":"item","numeric-id":2642802,"id":"Q2642802"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2911651$D07D3EF5-1BB0-45BA-8E0B-47E6B2BD0920","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"50b5503f1ba1cdfe1be6fbf84e21070a2c4b84d5","datavalue":{"value":{"entity-type":"item","numeric-id":5754906,"id":"Q5754906"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2911651$360D210D-BC22-4516-8678-04DB61A31B4F","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"e62fe4ff81403649f6f4d5efa082e6393e60d45c","datavalue":{"value":"10.1111/J.1467-9469.2010.00712.X","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2911651$0C2BB9F2-078A-4635-A38A-E25D557CBDB8","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"98c53508fd91033f7eea3ef6d7765fa9055fb337","datavalue":{"value":{"text":"Efficient covariance estimation for asynchronous noisy high-frequency data","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2911651$1D77D109-B65D-47A4-A7D8-7D8D2C95ACEC","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c022dd0349148d798a93d44aed61875aef205018","datavalue":{"value":{"entity-type":"item","numeric-id":5255690,"id":"Q5255690"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b7bc3ce0fee864038f48e2c17e4171142a60101f","datavalue":{"value":{"amount":"+0.8829969763755798","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":"Q2911651$524EC962-03C4-4710-AA7A-ABFDC7EDF90F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"412a0be8ccf94bc0ab5e3256a080d9a0503d98c7","datavalue":{"value":{"entity-type":"item","numeric-id":464183,"id":"Q464183"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"366b0895e99680e4e7de530e98f74ae90af54a00","datavalue":{"value":{"amount":"+0.8708736896514893","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":"Q2911651$69CC498D-9B92-40B3-86EB-C44FBE916055","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ccaeddc1e7d8221add9806d76dbe4010e033f98c","datavalue":{"value":{"entity-type":"item","numeric-id":429296,"id":"Q429296"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c63424c4b163c8a80810b5685280d22a6701bce4","datavalue":{"value":{"amount":"+0.8643134832382202","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":"Q2911651$36C446FF-BF42-4247-A6FC-2881BC9EA190","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"52a735fc5c9089036a5f20baf4af5ba75884b9c7","datavalue":{"value":{"entity-type":"item","numeric-id":4569339,"id":"Q4569339"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d502cb21d2c41452a32405b00d3194e009341740","datavalue":{"value":{"amount":"+0.8517772555351257","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":"Q2911651$5289A18C-898C-4ED2-81D5-976970A6BBA0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a4b17d10f904b6ba4a42763cdaf5138722568489","datavalue":{"value":{"entity-type":"item","numeric-id":737261,"id":"Q737261"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fcdff276dff53b60f5f79f4af7b0fb3020cf3de5","datavalue":{"value":{"amount":"+0.8498263359069824","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2911651$A281F8B2-E067-426E-AFA2-A3FDB4BF47FB","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Efficient covariance estimation for asynchronous noisy high-frequency data","badges":[]}}}}}