{"entities":{"Q6126907":{"pageid":13261214,"ns":120,"title":"Item:Q6126907","lastrevid":55627261,"modified":"2026-02-17T19:57:54Z","type":"item","id":"Q6126907","labels":{"en":{"language":"en","value":"The Ornstein-Uhlenbeck process and variance gamma process: parameter estimation and simulations"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7829891"}},"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":"Q6126907$85DC771A-1781-4DDF-9984-8A91DD596621","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"c6b8a5dad77a55ddc0737b0cf4926a631c812342","datavalue":{"value":{"entity-type":"item","numeric-id":6126905,"id":"Q6126905"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6126907$40C32EE2-5566-4544-93B3-971FE7AF9600","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"91e1facb8462559d8dfd6bdc5f23684bd43c6f1b","datavalue":{"value":{"entity-type":"item","numeric-id":6126906,"id":"Q6126906"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6126907$6DB23994-FDE4-400E-BFCD-7DF3ABC0E939","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"0aaef9e7e62e4d5052aa36b93d814a95d302adc5","datavalue":{"value":{"time":"+2024-04-10T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q6126907$FC4D5B6B-E2C0-4EE4-B036-143235168D4C","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"38f54964d408326762e474b9976db9a427514bdf","datavalue":{"value":"https://thaijmath2.in.cmu.ac.th/index.php/thaijmath/article/view/1477","type":"string"},"datatype":"url"},"type":"statement","id":"Q6126907$703E76E4-6353-4295-857E-300CC94ECF07","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"23667774f036758815f8e055fb57ad5ce9d9198c","datavalue":{"value":"60G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6126907$BDC07EB7-53B7-4DFC-98DA-62C3859D7923","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1aa607685f2faa2d81a018b093e1e66d41eb5a9e","datavalue":{"value":"60E05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6126907$F43545D8-818C-4C58-93E9-515F01B706CC","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"39d1e24302b91c545bafa92f2db7de3bf6ffd3eb","datavalue":{"value":"7829891","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6126907$9BAC3AB0-E7BC-4ECF-8CBF-20D6EFB25C23","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b39c0536820a9fc94094794e528b8a59192fb090","datavalue":{"value":"Ornstein-Uhlenbeck (OU) process","type":"string"},"datatype":"string"},"type":"statement","id":"Q6126907$7610C08D-C092-401C-90A7-5FE5AFE7B3D5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7c91a65744d01faeba6800436afdf87ef3963fb9","datavalue":{"value":"stochastic volatility (SV) model","type":"string"},"datatype":"string"},"type":"statement","id":"Q6126907$3C6373BC-3BF7-44FD-B89D-C588621D05C6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"99c33f4f7ce68c40996912651fc86eb9ba31a785","datavalue":{"value":"variance gamma (VG) model","type":"string"},"datatype":"string"},"type":"statement","id":"Q6126907$6BD2C7B1-CB92-4649-BD90-B85707F43A6C","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":"Q6126907$09234D43-B6AB-4655-B9DC-6E26B02592F3","rank":"normal"}],"P223":[{"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":"Q6126907$9B4A7EAB-B285-4DDF-AF51-1AA89D20225D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"878ff87b60ffe71ea559a9a31efdab88474cf45e","datavalue":{"value":{"entity-type":"item","numeric-id":4828199,"id":"Q4828199"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6126907$2DE7BD39-8CF2-4B4B-ACEA-C0AF262ADCDD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7ecb824c90dc5773b2d97c32f9c85877aa1e5611","datavalue":{"value":{"entity-type":"item","numeric-id":4236695,"id":"Q4236695"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6126907$EDD3E388-EBC4-4742-B8F8-3F3B430F36EE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"63418bc48e81527d0926b400626725e5dd3dde4b","datavalue":{"value":{"entity-type":"item","numeric-id":2738733,"id":"Q2738733"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6126907$CD2AFDFD-BAA6-43AF-8474-504B2AC6B747","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":"Q6126907$237668A0-FDFC-4A82-B3BB-6A58FB146C7C","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4c3cdc0b7a0a3afb8548f5e0e4d3dc560cf24e77","datavalue":{"value":{"entity-type":"item","numeric-id":5506181,"id":"Q5506181"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9a8838056bb513a85cd5c2e4b9caa293ee09987d","datavalue":{"value":{"amount":"+0.8070825338363647","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6126907$A3F21FC9-9788-4EC0-BEB1-7AF00E1CEED3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e203c817619d7a06a2efc7db5f3c03ba43186d8f","datavalue":{"value":{"entity-type":"item","numeric-id":4939318,"id":"Q4939318"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0236997044d11e1929429836e7361e6e6f7e6a68","datavalue":{"value":{"amount":"+0.7785881757736206","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":"Q6126907$7CF02643-3E7D-470D-91D3-9FD05594DCA1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0ddd528817b8af09572907be3819463e52b0aee5","datavalue":{"value":{"entity-type":"item","numeric-id":5359878,"id":"Q5359878"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"17e0ef82c1dbdfa4cd5bf3ebade90c4b69174be9","datavalue":{"value":{"amount":"+0.768319845199585","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":"Q6126907$27EE2DED-EE85-4F78-BB55-023713DA71C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4ad39381c0b5a05e6194a04cef63058ee852bb13","datavalue":{"value":{"entity-type":"item","numeric-id":5149267,"id":"Q5149267"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2450c5cdceb96c1030f76d38d717f8f78e40bf5d","datavalue":{"value":{"amount":"+0.7611482739448547","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":"Q6126907$55B271F5-8A5C-41CB-9BC5-23E0AB2C9D0F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"abed9f602aac8048841cc4d5f8d45f89334311e9","datavalue":{"value":{"entity-type":"item","numeric-id":4822460,"id":"Q4822460"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"137b988759a7b304ae360fe43636d3cf6e00cd86","datavalue":{"value":{"amount":"+0.7592959403991699","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":"Q6126907$87F93CFC-94D4-416A-B020-44D49E9365BE","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:6126907","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:6126907"}}}}}