{"entities":{"Q437251":{"pageid":439018,"ns":120,"title":"Item:Q437251","lastrevid":61820442,"modified":"2026-04-11T01:53:14Z","type":"item","id":"Q437251","labels":{"en":{"language":"en","value":"Filtering a nonlinear stochastic volatility model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6057883"}},"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":"Q437251$5F32E8F0-4D01-44A5-BDFC-A583F1D3908F","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"c14ca9aa9595951aca49aa2fa9ec53a5dcbc85ff","datavalue":{"value":{"text":"Filtering a nonlinear stochastic volatility model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q437251$E302EC51-8CDC-46AA-B3AC-77270A7F00C1","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"15d36091d738f912a2a778a1bdbd98b239d46bc1","datavalue":{"value":"1356.91073","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q437251$45C946B8-736D-4FF5-9E07-E186C10B1133","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"710e319657bf813cc2b0d93b2e06eb5ea2aa86e0","datavalue":{"value":{"entity-type":"item","numeric-id":234255,"id":"Q234255"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$A887AA29-7327-4943-BDA7-D5486827CDBE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"59b962123c71de5872947521277cfed551d9b2a8","datavalue":{"value":{"entity-type":"item","numeric-id":274850,"id":"Q274850"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$77CEB397-90E8-4696-9061-C3EBD69F4AC3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"b56a3319e538376ef79089860b35fc3c509b4404","datavalue":{"value":{"entity-type":"item","numeric-id":431909,"id":"Q431909"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$77729CD1-D5EB-4BE3-AE46-C24048A7CC9B","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"d3b6540a5cd6a7f15bca174716bb7f991ed59bfa","datavalue":{"value":{"entity-type":"item","numeric-id":65804,"id":"Q65804"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$F313B594-1DA0-41A5-8955-4DB0035BA0C9","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"84ece3a61d19e8a79724038a31d8c2f410ad0a43","datavalue":{"value":{"time":"+2012-07-17T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q437251$A800EAB5-4D7D-4AB0-BD3E-9DEF66E75EB1","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4ab83e4aad0d91ff4fa3028b5f306edce46af30b","datavalue":{"value":"91B70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q437251$E018F5A0-5F9D-4CEF-9E67-FB31393EA821","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"76c55837869b78d84b2412de99f10a2cfe01d5d1","datavalue":{"value":"37N40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q437251$7F77C5A4-70E2-4DBC-A4B6-E0BDD55CA997","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q437251$BC64CD69-896A-4F16-8F28-46A4D282A641","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"6fb2b1304b269109506aac85d63e5416f7094152","datavalue":{"value":"6057883","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q437251$2A8B86BD-FF82-4193-932C-714FA60CDA7B","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q437251$35C925B5-3D17-4A89-B77B-902050ABD0F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"13fa248fb3c8926aa27770b0b3af67cfce2138a4","datavalue":{"value":"nonlinear dynamical system","type":"string"},"datatype":"string"},"type":"statement","id":"Q437251$026A2128-7EFE-4078-88A4-739C4125C1FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a2ecb586e4a89b79cf9e9f2625c0d5be2c8a2ea5","datavalue":{"value":"economic cycles","type":"string"},"datatype":"string"},"type":"statement","id":"Q437251$4A4C0E85-B7F4-4074-9E85-84FD3BD984A1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"13d4c166688aad0c3aec4e2deb0837aee10c34af","datavalue":{"value":"nonlinear filters","type":"string"},"datatype":"string"},"type":"statement","id":"Q437251$F6BA67E5-D63D-4600-8264-627DE0F59116","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b99ffce0d880a8a48dec75f87cb5794e458acb27","datavalue":{"value":"change of measures","type":"string"},"datatype":"string"},"type":"statement","id":"Q437251$FD570DF8-590C-4445-ADE4-FDEA22D46FE2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4e2de1af2be594fc66d3c8952220b54494d99c81","datavalue":{"value":"reference probability","type":"string"},"datatype":"string"},"type":"statement","id":"Q437251$7D903950-F68D-4DC4-AF1D-7F14EDBEA6DA","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$F9392A72-B8E4-485E-94E4-2980FE5071E0","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"a82bf1cf1833f7ea263300d9923a1f77037e2f91","datavalue":{"value":"https://doi.org/10.1007/s11071-011-0069-4","type":"string"},"datatype":"url"},"type":"statement","id":"Q437251$0C909BC4-225E-44D0-A02F-AA522FE87373","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"753387863f3767bed2daf072f8ca0c1e86a9efbc","datavalue":{"value":"W2098173217","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q437251$7CFDCEF2-B328-4E21-86E9-D88312D833B2","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"83fe0de7743b861cc6c3139565872c5c974ddc28","datavalue":{"value":{"entity-type":"item","numeric-id":642633,"id":"Q642633"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$52C76874-2007-4F0E-8B30-9550D66B195C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4a3aa4e47c59c89f480bffbe2ad83cacf6a3a2f1","datavalue":{"value":{"entity-type":"item","numeric-id":4066831,"id":"Q4066831"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$783B8D6B-21DC-4072-8D76-00419AF3CBA1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"962f47d5bf43e064c9590cf2d603c5ddef80d455","datavalue":{"value":{"entity-type":"item","numeric-id":1425484,"id":"Q1425484"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$ECB88C91-6F6B-42EE-9101-A6F038D2C2BC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fc50c5880d86de14110f7b1b9d39a76d3ff11b1c","datavalue":{"value":{"entity-type":"item","numeric-id":5478920,"id":"Q5478920"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$AB31AAC5-CC4C-4DDB-A13C-FB6A94782449","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"62e17da3ba2ce518f53d8c5dcca19227501ec2c7","datavalue":{"value":{"entity-type":"item","numeric-id":3580107,"id":"Q3580107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$47B61B69-6D43-46B0-A0BF-56CC96C63E13","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a224e226e0cc5829a98aab8619cd2bb1b69712a","datavalue":{"value":{"entity-type":"item","numeric-id":3953065,"id":"Q3953065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$AE42E92B-2CDD-48BF-ABB8-DB77F20D9444","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6ac380b138b5d125ab7fbc4efc06882e38c1080e","datavalue":{"value":{"entity-type":"item","numeric-id":5803708,"id":"Q5803708"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$B2166A1D-AA45-46E4-896C-ECC6433850A3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c19bcd2bfcf7f5ff0ec62eddb21944353aedf940","datavalue":{"value":{"entity-type":"item","numeric-id":4203680,"id":"Q4203680"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$2E9DE287-4D5E-4BE3-91B5-9863A2E9F1EE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3a72fa585e60908ba3833e6f24023dba0d1abfb3","datavalue":{"value":{"entity-type":"item","numeric-id":1341198,"id":"Q1341198"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$CC1A59E3-50E5-46FC-BCD5-E8F9374D1C02","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf37c1549c9734098d8f2375d7a0e9a6d852ddef","datavalue":{"value":{"entity-type":"item","numeric-id":4301276,"id":"Q4301276"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$4A797ED1-3E56-4E1C-8A6D-D14DAB01DCA1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4a7063829004c41e1f7a444e52f4703a68e0588","datavalue":{"value":{"entity-type":"item","numeric-id":5374080,"id":"Q5374080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$66674EC7-99C9-4F76-8B7A-2289D5C5FDBB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8fdc997e772399701845a69d8ea044e33ab4f3ab","datavalue":{"value":{"entity-type":"item","numeric-id":3374314,"id":"Q3374314"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$9F7FC9CC-C945-4D27-ABD7-635BEAE1F8E7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d86c0b691b1919d1e74b3377fa6b8fb42aee7635","datavalue":{"value":{"entity-type":"item","numeric-id":3374319,"id":"Q3374319"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$98A05D76-F434-46BF-8176-0697D57C3D4A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8e0dc623c1519d86c44d1d94b3d0688d1cd0191c","datavalue":{"value":{"entity-type":"item","numeric-id":3959712,"id":"Q3959712"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$585FA30E-2A25-4A45-981C-4C043BE7C97C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2890deb3613c1ab9f18bca34a35c4935b80a5f62","datavalue":{"value":{"entity-type":"item","numeric-id":5445942,"id":"Q5445942"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$5A101F93-DE19-474E-BA5B-E4D39BF0B96C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b1c59045a50da7c5d7015d07dae8a3e714a81079","datavalue":{"value":{"entity-type":"item","numeric-id":4372033,"id":"Q4372033"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$674F4153-813A-4BF1-BE3F-AB5D4FAA8084","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"40d7b920d63758d51ad93b71cec4cd32702b3072","datavalue":{"value":{"entity-type":"item","numeric-id":3592366,"id":"Q3592366"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q437251$9731DDAE-E39A-4BD2-BC97-6674CD5AF3DB","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"c7252fbb8fa9cef162e3de8ee80cc289c9a6d4a8","datavalue":{"value":"10.1007/S11071-011-0069-4","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q437251$EAC78ABF-DFA3-46A7-9582-7787F45FF43C","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2462f14b65d6c9fc8c45d3731f62ed846dca8641","datavalue":{"value":{"entity-type":"item","numeric-id":5478920,"id":"Q5478920"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b8a1fda9834ac3180e0c4317996dec12f2f6eff2","datavalue":{"value":{"amount":"+0.831169068813324","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":"Q437251$5A172D75-2172-4AE2-A116-E7BC558CB93B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8804b33adfaa2546873e05ad92bb36c9b72e36fd","datavalue":{"value":{"entity-type":"item","numeric-id":3580107,"id":"Q3580107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1f8e26174aa34917afd2153edd291bc715626869","datavalue":{"value":{"amount":"+0.8265450596809387","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q437251$A38C30DD-7677-4D94-9BCF-117763BED292","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"eef98296d1a9e99a955140c2a4ce68ffa07562bd","datavalue":{"value":{"entity-type":"item","numeric-id":3523558,"id":"Q3523558"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5a7ec1741d5347e58a8e2cf8f36a3871a9a9689e","datavalue":{"value":{"amount":"+0.8148040175437927","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":"Q437251$DFB88DAD-5E12-405C-974A-55243E7CBC02","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dc1ee93bdbbb7d40308a62973fc000d64b415f1b","datavalue":{"value":{"entity-type":"item","numeric-id":3005154,"id":"Q3005154"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"30e7d2b362f6ab0e0390f8d67924ba7d865e8aed","datavalue":{"value":{"amount":"+0.8143969178199768","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":"Q437251$7C71F4C2-A1D9-4F10-8D6B-84D6F2A4130F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"501d6614721c41f03a61cf5cd2a8fff243c6a0ae","datavalue":{"value":{"entity-type":"item","numeric-id":658656,"id":"Q658656"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b1fae8215562f76f92a9c252cd92eabd7e675419","datavalue":{"value":{"amount":"+0.8092314004898071","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":"Q437251$0BB3E383-A2AB-41CE-86F0-186A7ED5DBC4","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Filtering a nonlinear stochastic volatility model","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Filtering_a_nonlinear_stochastic_volatility_model"}}}}}