{"entities":{"Q518863":{"pageid":520630,"ns":120,"title":"Item:Q518863","lastrevid":62465076,"modified":"2026-04-11T06:16:15Z","type":"item","id":"Q518863","labels":{"en":{"language":"en","value":"Sample path generation of L\u00e9vy-driven continuous-time autoregressive moving average processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6698226"}},"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":"Q518863$7804E8F8-AAEC-4C39-8520-AD6A64DF5554","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"f6301578351445cd2ef39daf35c023aee4888ba9","datavalue":{"value":{"text":"Sample path generation of L\u00e9vy-driven continuous-time autoregressive moving average processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q518863$9B62DF17-D3FE-45CF-9E97-2E945ED5DD89","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"1bd86a0d8fe252dbf1e79ba982f0cdfc5e07a934","datavalue":{"value":"1375.65009","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q518863$4D5DC456-1C6F-408F-BF6E-AF1D2AD5ED18","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"3cee3d46fa20963a412e3c098c05b8bc448a5cca","datavalue":{"value":{"entity-type":"item","numeric-id":345538,"id":"Q345538"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$E450917D-97A8-410F-8D99-1283F0696648","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"099403f2f765b8dfe6a490332864c73f3ac00aa6","datavalue":{"value":{"entity-type":"item","numeric-id":77770,"id":"Q77770"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$D7BF7C4D-0109-4129-A6FF-952DEA211081","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"456d31ba67cbbb4f6a1b1583fb8de4a8edc10efe","datavalue":{"value":{"time":"+2017-03-30T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q518863$AEBA19E0-4AAB-4C88-B66F-68170D62F68F","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"54f0f210864f1093818a83bf9334f975782a53dd","datavalue":{"value":"The goal of the paper is to provide the easily applicable sample path simulation schemes of L\u00e9vy-driven CARMA processes. Apart certain special cases, it is difficult to construct exact simulation schemes for general higher-order CARMA processes with multivariate background driving L\u00e9vy processes. The author addresses the issue of sample path simulation of the desired CARMA processes in relatively general settings, along with verifiable error analysis. The paper describes construction of the approximate discrete-time simulation schemes based on the so-called series representation of infinitely divisible laws and associated L\u00e9vy processes.  The methods proposed are applicable to many different problem settings: the stable marginal, the second-order case with infinite and finite L\u00e9vy measures, and the non-negative case with infinite and finite first moments. The problems explicitly addressed in the paper comprise: stable CARMA processes with Gaussian CARMA approximation, second-order CARMA process, non-negative L\u00e9vy-driven CARMA process. Comparison with the Euler-Maruyama discretization framework is outlined claiming that the proposed simulation schemes are often much simpler.  The results can be used for actual implementation, numerical examples and a verifiable error analysis are provided. Although the author names only applications in financial economics, almost every other field can profit from the proposed simulation schemas.","type":"string"},"datatype":"string"},"type":"statement","id":"Q518863$E385C993-D4C0-4181-BD69-02954C59D179","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"00612fed7ce39b2b11435682afcc06ba25f13d62","datavalue":{"value":"65C50","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q518863$76B83CC4-BB11-47B2-B90A-37119E70F32B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"52d550137ef2aa5d9737ff164f6a8e6e118f84bc","datavalue":{"value":"65C30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q518863$1EAD3857-E46F-45F1-A1BA-87EBDAB590E7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q518863$BE0E0BA1-1DDE-4D0B-9892-387E6A92E7B5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"de4049a368d68ec2ae6f38a89912f7631be4fe80","datavalue":{"value":"60G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q518863$4B475CE0-44F5-440A-BE3C-4D3AB3D8A5FF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6fa38271e9e7d141d1f93caf004b4b7fbd32ad38","datavalue":{"value":"60G51","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q518863$793D3BC1-CCDC-4143-B05E-542619254B5E","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"03d4baabfa29789ba697855447df2d3a520839c2","datavalue":{"value":"6698226","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q518863$39E176AA-ECEE-4DDB-9DCC-870F8A6B43D1","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"444be669ec915b6e4a5a71efaabf09b2b8048969","datavalue":{"value":"CARMA process","type":"string"},"datatype":"string"},"type":"statement","id":"Q518863$D3CF0B9E-6201-4C9C-8650-4B6A5D55FE59","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3aeceb85103a98a6612fe090ff65a61477c57f8e","datavalue":{"value":"gamma process","type":"string"},"datatype":"string"},"type":"statement","id":"Q518863$D9AFF90A-4978-4561-BB5A-73616407DEA2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cc1958a97d9837cdc61cfdfcd71dfaa04af1e4e2","datavalue":{"value":"L\u00e9vy process","type":"string"},"datatype":"string"},"type":"statement","id":"Q518863$1ECA7BD5-B21A-4216-B434-55E9D9B3A726","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f828563fee5a57e5f16da87a79378ac587cea3ac","datavalue":{"value":"simulation","type":"string"},"datatype":"string"},"type":"statement","id":"Q518863$C260B8B3-BF2A-4E79-934B-9AEDA5BBC5A7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"097654dd1a3acfa1e0b95d70248251c7232e2d2a","datavalue":{"value":"sample path properties","type":"string"},"datatype":"string"},"type":"statement","id":"Q518863$D0D310DD-89B8-42AC-B826-171AB1934F80","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"538b6aab8b36fa75527e6e6e809bdef8a6081d8a","datavalue":{"value":"stable process","type":"string"},"datatype":"string"},"type":"statement","id":"Q518863$948F796E-86C3-4AAA-A98D-EC93D591F50E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9aadf49ba1b7986124b2a3f1354e8d1c242d2e18","datavalue":{"value":"stationary process","type":"string"},"datatype":"string"},"type":"statement","id":"Q518863$F72A193C-F24C-4241-A519-56970556063E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"37318345779707692012b8c7959755f9c69b2691","datavalue":{"value":"numerical example","type":"string"},"datatype":"string"},"type":"statement","id":"Q518863$3FB39A17-2231-4662-BEAD-A4DFBD4CEA68","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3992852ef3cc7c9383bd205b8e1593890733b6bf","datavalue":{"value":"financial economics","type":"string"},"datatype":"string"},"type":"statement","id":"Q518863$F4E62D2C-5F56-49AC-8184-491C748EC204","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":"Q518863$32FC6DC2-0C6C-4BBE-9DF2-3A0DF90EDB43","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"acae49e55ba67abba34a64c239cd0d859abca1d2","datavalue":{"value":"https://doi.org/10.1007/s11009-015-9472-5","type":"string"},"datatype":"url"},"type":"statement","id":"Q518863$FE3D600A-912F-4B37-8E41-C253B4E8F1AA","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"a8304e971e4490906797247ce2001e6a45bea744","datavalue":{"value":"W2248018402","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q518863$B6EE5C9C-BAF3-4CE7-A1BA-C80C750DE342","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"cdcffd9aa158c32e2c4ba32f0087ebcc496de5a8","datavalue":{"value":{"entity-type":"item","numeric-id":2748441,"id":"Q2748441"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$FBCDED84-15F9-4279-BDE9-ACEC06B2D0BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"64617d61cbfb16e867bea7fd1f875298a19a8692","datavalue":{"value":{"entity-type":"item","numeric-id":2729107,"id":"Q2729107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$EB628449-4F94-460B-84D0-856BD4FF6F14","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bdbde6baaacc875e02aa2868255848efca8502d6","datavalue":{"value":{"entity-type":"item","numeric-id":3957692,"id":"Q3957692"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$1DF97CE3-BFEC-4425-8369-765B661EDAD5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9b7e01de80381dc691418f540f16134b30ce3c23","datavalue":{"value":{"entity-type":"item","numeric-id":5960139,"id":"Q5960139"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$13513D62-3F83-4E8B-895B-B490DE0B622A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4fec92cbe3ef15375de007a485cb12abbe5e8cca","datavalue":{"value":{"entity-type":"item","numeric-id":457274,"id":"Q457274"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$B2D150AD-FC97-4B65-9FA0-8D850708BF66","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d66c88d6a390c81f8c793f77ef18367a6714a818","datavalue":{"value":{"entity-type":"item","numeric-id":4109171,"id":"Q4109171"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$34BB12B2-221D-40D9-B037-CAF2A0B0A97D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f0391fae96cedc922bc58b239b990349ba349669","datavalue":{"value":{"entity-type":"item","numeric-id":1761493,"id":"Q1761493"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$043B6D4E-5F86-4708-A9A6-FD92F8E6A240","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6b719cb3b42b55111b8c411be5ef7657e92e9e38","datavalue":{"value":{"entity-type":"item","numeric-id":5397971,"id":"Q5397971"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$81BC7E35-856E-40A1-83F9-F2795273689F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6f2cbe597cbe50ebb041b08127ccdaaa893babca","datavalue":{"value":{"entity-type":"item","numeric-id":5667837,"id":"Q5667837"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$786DD26F-E6D7-4EB0-A080-73EAF6AC45DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8f907cab47d8e7cc3e0eea9ca6c598e9edb96eae","datavalue":{"value":{"entity-type":"item","numeric-id":5193316,"id":"Q5193316"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$8CD949CF-3424-4809-A321-2BBED9ADE00B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"846ad13d7de6535aceb1b2050c1ebe387a413048","datavalue":{"value":{"entity-type":"item","numeric-id":2998013,"id":"Q2998013"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$D2818DA9-AF0C-4081-976E-18A7F1C33FE2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"06ae4e081e60547bd9fd88f20a3eae4b7d4cf747","datavalue":{"value":{"entity-type":"item","numeric-id":2453198,"id":"Q2453198"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$1F53F034-E0F0-431A-B82B-972C0CC716C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f0331d863aa4b71bd6a83a3152326b72153313a8","datavalue":{"value":{"entity-type":"item","numeric-id":2774021,"id":"Q2774021"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$22BBF70B-DCD8-4F4C-B892-3C3AAADF0934","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"29d4abb0e80473901cd0ed4916ef1054aa3796de","datavalue":{"value":{"entity-type":"item","numeric-id":5326124,"id":"Q5326124"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$2A2536F4-83C2-4B4C-BCFF-4D46907F3EA9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a0e29029efe80ec9b759faac9b4d7af9a1fe8377","datavalue":{"value":{"entity-type":"item","numeric-id":3094135,"id":"Q3094135"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$64FE3C74-1544-47F6-A1A5-B36C26B3D52B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9bb4edd135b0e585ccd387e4163a36d56a738696","datavalue":{"value":{"entity-type":"item","numeric-id":2905725,"id":"Q2905725"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$C9778621-5857-4DED-818B-24BB718EF9FF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5ee1db2242bcf4723443f701f61ab1c662f3bc1a","datavalue":{"value":{"entity-type":"item","numeric-id":3923314,"id":"Q3923314"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$ADB56E43-791C-4919-A08D-0621BE1ECADE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"780a5ce2e4a7c84ead2bc2b074c656103e1419a8","datavalue":{"value":{"entity-type":"item","numeric-id":2738738,"id":"Q2738738"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$08B41479-26BD-4A54-BE2B-F19858EC7558","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1ab6fee4b6f205dc2799a854bbf7cf0eedacbbfb","datavalue":{"value":{"entity-type":"item","numeric-id":4301585,"id":"Q4301585"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$CB0B7C64-955D-4CBF-AB5A-DF7E8D019FF8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"53fe5f11eaeb5c52b6aaed2fe37acdb50a180ce9","datavalue":{"value":{"entity-type":"item","numeric-id":4937701,"id":"Q4937701"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$A3E1F929-0576-4DC7-B7D2-E8A10E59F8E6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"212cdd372158670b8ebd1b368c85a4434cdf6082","datavalue":{"value":{"entity-type":"item","numeric-id":5962746,"id":"Q5962746"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$6DCC1F47-5796-4EAE-8C73-E19EAB47F606","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5f6ad352be06ce09b90726736c5ff6f0f9c58f90","datavalue":{"value":{"entity-type":"item","numeric-id":1042535,"id":"Q1042535"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q518863$09A62634-D5FF-44F6-BD32-715AB2711AF0","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"2ec2039ad2f53a30549afc2129baf6929707c88b","datavalue":{"value":"10.1007/S11009-015-9472-5","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q518863$7C6CE84B-353D-4427-A126-A41BC2DCCE2F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3b83fd955e8552d180110f84432610b415217dde","datavalue":{"value":{"entity-type":"item","numeric-id":2317312,"id":"Q2317312"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f80b10a446032b58afdee0be3bcf221f6d2aa250","datavalue":{"value":{"amount":"+0.8931439","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q518863$F0F8DC5F-3CCA-446D-8F4E-D040AFD55B3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9693100ebb3aff8f662bd43562f44e9f5f1d94cb","datavalue":{"value":{"entity-type":"item","numeric-id":2974530,"id":"Q2974530"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"75dc52d905012f880f0b072bc5671f51ead4d4ef","datavalue":{"value":{"amount":"+0.8885226","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q518863$66082D5D-B18C-45A6-9AD3-C6591651AE6B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"75c08cd29563a74a9ed754f5158d32ae86aa379e","datavalue":{"value":{"entity-type":"item","numeric-id":3646966,"id":"Q3646966"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"09cb510e4b170323298c2e7071eaf6a6d89db433","datavalue":{"value":{"amount":"+0.869197","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q518863$63B6CCD8-1810-495A-A5CB-7E26303C8F03","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"54fb220a0495efdc8c460709114e69166a50c177","datavalue":{"value":{"entity-type":"item","numeric-id":389248,"id":"Q389248"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"24fdb76e5849b742b421dd7ec0780e5eaf86c9e0","datavalue":{"value":{"amount":"+0.86838114","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q518863$5683502E-C1C0-4FAE-B84D-6C7A127A2B31","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c1223c71e3e41ed75c4f86786c5d313c41f1db5b","datavalue":{"value":{"entity-type":"item","numeric-id":2923372,"id":"Q2923372"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"44d463d08c5e74780071dded39e06d3333ba2115","datavalue":{"value":{"amount":"+0.86029917","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q518863$CF911D0D-5C00-4EE1-8E39-A67B0FB55F8D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e31b3be76ae363a1f25f8b46786d6ac352f7802d","datavalue":{"value":{"entity-type":"item","numeric-id":5368421,"id":"Q5368421"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a2bb927bd67dad03dc6d0b7db2c7f482aeba3860","datavalue":{"value":{"amount":"+0.8570661","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q518863$DF8FE826-314F-45A6-863C-1F7DF61E0521","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"04b7637a6973cc1b357a837eea2e4aa6eada510c","datavalue":{"value":{"entity-type":"item","numeric-id":2189454,"id":"Q2189454"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"16e96e10133f4cffebc5a58953dc8ab9a7275039","datavalue":{"value":{"amount":"+0.85607123","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q518863$0001D177-E172-467E-84DA-73C85B444DEF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9cc05358204ff71cf995729d4e8c8af2eb62bfaa","datavalue":{"value":{"entity-type":"item","numeric-id":2244430,"id":"Q2244430"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c819f932c1c9fe77826a54ff5539fa0ad578a275","datavalue":{"value":{"amount":"+0.8546926","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q518863$FA551B8D-1117-4B87-A753-B8CE3065265B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a3ddd63c6c7949fff8b0a54e974b2334328958aa","datavalue":{"value":{"entity-type":"item","numeric-id":5346030,"id":"Q5346030"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d2e0a6647756427dbd07d2ee2771ef424e618cfc","datavalue":{"value":{"amount":"+0.85237896","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q518863$D4070962-DDBF-47C8-91B1-93BE09E62495","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3fd29854f7610662e5fd5015bf7805ec62e68b1e","datavalue":{"value":{"entity-type":"item","numeric-id":3729864,"id":"Q3729864"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9fc9d68103e6b44511f01881e41e58f6cfae1d65","datavalue":{"value":{"amount":"+0.85091823","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q518863$BCAE8B8D-847D-4A79-A31A-D2639D053FCB","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Sample path generation of L\u00e9vy-driven continuous-time autoregressive moving average processes","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Sample_path_generation_of_L%C3%A9vy-driven_continuous-time_autoregressive_moving_average_processes"}}}}}