{"entities":{"Q782628":{"pageid":784477,"ns":120,"title":"Item:Q782628","lastrevid":64294875,"modified":"2026-04-11T18:53:57Z","type":"item","id":"Q782628","labels":{"en":{"language":"en","value":"Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7225394"}},"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":"Q782628$44474316-5731-487C-BC2F-B792BEA5A452","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"0f32551715ff21c2792ff68d5a37bc07c37bf93a","datavalue":{"value":{"text":"Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q782628$31F450CC-4DD1-496A-9720-E0063E4EA837","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"ab638e343abd13de9e22e30bf33fd769b583a06e","datavalue":{"value":{"entity-type":"item","numeric-id":444282,"id":"Q444282"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$270577D3-BC9F-479E-B13C-A5D1A08D2DF4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"7f7416faf2cebdbc909b4c33091405af807357b1","datavalue":{"value":{"entity-type":"item","numeric-id":494257,"id":"Q494257"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$B891907A-4BEE-4FF4-90FC-FE4F1A4DE867","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"80697f593bf5c7ad95a1976c1e716c9c9f448da3","datavalue":{"value":{"entity-type":"item","numeric-id":290699,"id":"Q290699"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$EE95225D-0C91-43FC-AACD-869B2C439596","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0125303ca3b9ca9ae2fd8072f1259eff411c51d8","datavalue":{"value":{"entity-type":"item","numeric-id":63245,"id":"Q63245"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$CDB02E67-0FC2-49BE-87BB-1100466BE782","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"58e9ff54c53e038bdbd30b89f08edb61426e220d","datavalue":{"value":{"time":"+2020-07-28T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q782628$F346C36B-858A-4BB0-B76E-9ADB4655361E","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"430bfe9f518c2ca34636300d2eb2688c66c08e36","datavalue":{"value":"91G30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q782628$C76DA0E3-06B3-4D11-8AA2-A87A2E2D0BA7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q782628$A9746DA2-8B2F-4B7C-9655-2C312D002F96","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9d23d0daae27865261ff9ead2b493ed8e30d8261","datavalue":{"value":"60J74","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q782628$B215C1C2-FE7B-47A5-8906-42E5E2C521FF","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"15e33890f189b5ae773c936761d90640ceaca083","datavalue":{"value":"7225394","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q782628$A563EBB8-C4E8-41A6-BB0A-5B84138D656F","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8964a13788495e479d9fd728ee05a95d13df39ad","datavalue":{"value":"local likelihood density estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q782628$56EDB109-74EA-46DD-A3A6-E86C71458E18","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"45c05a14097922fb0fb9a515b7bb178baf381a4b","datavalue":{"value":"pseudo likelihood estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q782628$A362C7CB-0A3F-4822-B8F0-453E0243C37C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"903646fa84473016a12680f7822cffb56e38f3c6","datavalue":{"value":"jump diffusion model","type":"string"},"datatype":"string"},"type":"statement","id":"Q782628$CF54B7E7-6FC2-4AF3-9A90-71E07CE4672F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"252bba28b8f86b793d6eb3a5f06e9ad623ca5a57","datavalue":{"value":"bootstrap","type":"string"},"datatype":"string"},"type":"statement","id":"Q782628$B7C36BB2-F8BC-4733-B78E-38DC8F845267","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1e76f1d73d4e4f385d579a835b8a6a431ab8594b","datavalue":{"value":"short-term interest rate","type":"string"},"datatype":"string"},"type":"statement","id":"Q782628$4E2030A2-AE0A-4F4A-B15D-17FA9C8457AE","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"b42d4a8ff78b1dff5eaa3dec29c31bcecbe27dc8","datavalue":{"value":{"entity-type":"item","numeric-id":22782,"id":"Q22782"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$18FC5A57-F9F8-4AF2-925A-BEB5A3276971","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1463","hash":"a709ac7c97c67049e241e0b036253f1d955c589a","datavalue":{"value":{"entity-type":"item","numeric-id":13313,"id":"Q13313"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$8ED98D39-9D0D-41E8-B252-4BE48AB0194F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1463","hash":"09163b16a777793b0c82dab0d3cb2356b3e39126","datavalue":{"value":{"entity-type":"item","numeric-id":37959,"id":"Q37959"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$36576F66-6317-435F-9A32-AE6E0FA326D3","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":"Q782628$5E4C3304-79A3-45DA-AF06-F118247007ED","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"fe2b6dbd3171d3f6bf1def0d83ee1c63262d3fe7","datavalue":{"value":"https://doi.org/10.1007/s00180-019-00875-1","type":"string"},"datatype":"url"},"type":"statement","id":"Q782628$0D40DA9F-260D-48DD-A7FF-9A0FBB00AA49","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"03b04ef6041eb85d343f358b5a7fca4495d8cfab","datavalue":{"value":"W2919086915","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q782628$24789C39-0239-4B0F-BC67-6871897C4FB6","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"d696b4848d340f4fd94f1ee2e43d4847c56f176e","datavalue":{"value":{"entity-type":"item","numeric-id":2259816,"id":"Q2259816"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$497C4EF5-6B27-4B01-9EE2-8D51AD0A4DBF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"85a4ea9c1550c66d6e583a5252342879fd1f1a01","datavalue":{"value":{"entity-type":"item","numeric-id":1398983,"id":"Q1398983"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$B1FC2786-CDFD-49FA-9080-12B8A3FD4272","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efc4b63cebf0765738bb7c4c87a82180c9d30d10","datavalue":{"value":{"entity-type":"item","numeric-id":2856469,"id":"Q2856469"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$A9AE3AE5-2F00-4A89-9DB9-CE3D25FEB7C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"484dc2e3b562e0a09ddb932f1b0faeae3774e7e4","datavalue":{"value":{"entity-type":"item","numeric-id":1858907,"id":"Q1858907"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$148DED85-958D-45D4-AFEF-FEADE189322C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5570bd60815a3d14c6f3ac803b4eda7c0cac6f47","datavalue":{"value":{"entity-type":"item","numeric-id":4450669,"id":"Q4450669"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$8E780F17-88A2-4092-8A99-4E2E09DEE2F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"175645e8812cc88793b7332e404a9ff4a67e9d3d","datavalue":{"value":{"entity-type":"item","numeric-id":4468530,"id":"Q4468530"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$70437AFF-1C0E-4B56-9B8E-3230D3DBFBDA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c49be9a97231c052f228ba7a1dbaadcdced433ee","datavalue":{"value":{"entity-type":"item","numeric-id":123405,"id":"Q123405"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$5544565C-BDC8-4C44-8277-20609F403EE9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"27382b18c5920658250e13854e01c59af6558907","datavalue":{"value":{"entity-type":"item","numeric-id":3851439,"id":"Q3851439"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$1EE3A5E2-8413-428E-9DDE-F75A5A245C61","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6786f73dc531b701292cccab87a69424b0c81180","datavalue":{"value":{"entity-type":"item","numeric-id":4739659,"id":"Q4739659"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$71BF0A64-A47F-4F40-AFD0-247111B516AF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"87bdaceaa3230e94b89eee0ad164fd4a67c9daee","datavalue":{"value":{"entity-type":"item","numeric-id":265018,"id":"Q265018"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$80E9DE45-D13E-415D-B09C-5D91A9D23C14","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d738e694de5fb590baa9d0597ed26f0c2b51fbc6","datavalue":{"value":{"entity-type":"item","numeric-id":4076577,"id":"Q4076577"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$7E889B1E-7E9D-49B1-AAA4-15CA61F9B47E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d8c7158febc92817679273ccc255ecb4a923fb85","datavalue":{"value":{"entity-type":"item","numeric-id":1354391,"id":"Q1354391"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$C5734EC3-ED3B-4E0A-AF01-7C71CA16D4A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"150006981e23d7f4993eb19b16530c0198f235e0","datavalue":{"value":{"entity-type":"item","numeric-id":3321233,"id":"Q3321233"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$69BF110D-DF16-449D-A50D-49397F6D3350","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ee6ca2ee7aa18c660886ac033069f7b091d97ad8","datavalue":{"value":{"entity-type":"item","numeric-id":1366842,"id":"Q1366842"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$8CB638C5-5C07-4F6E-945B-2DD148F007A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0cbb65187a5d6a2f9aa0238ba5e361b71d2a2f62","datavalue":{"value":{"entity-type":"item","numeric-id":5363838,"id":"Q5363838"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$207D9EF5-0948-49B4-969F-82A7C6852924","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7355af594d37b4c4f5b5dbc4adcd9ee4d417ae6e","datavalue":{"value":{"entity-type":"item","numeric-id":4044015,"id":"Q4044015"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$BBCB3AAE-5566-4286-8826-78C7771F173D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"814b1ddb359692ba4f1f66a7a2d87cad079015b3","datavalue":{"value":{"entity-type":"item","numeric-id":3499078,"id":"Q3499078"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$54BC9340-E1DD-4CBD-A751-705AB124A97E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9dd2572f390a76224be0b27eccdc8043fc47b47b","datavalue":{"value":{"entity-type":"item","numeric-id":5323644,"id":"Q5323644"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$B1019376-5D2D-4C0D-B09E-88EFD1489532","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bd2e869a68629aea377d9c1adcf326e240c09574","datavalue":{"value":{"entity-type":"item","numeric-id":5087452,"id":"Q5087452"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q782628$27E9921E-EC01-4DAC-8D53-A635FF7706EB","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"0971602735d5c32936a5765b8fb5cab157854a58","datavalue":{"value":"Q128309077","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q782628$F5E2726F-7C30-46B4-88F4-562EAEBBFB2B","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"ab583e2eefdeb757dfcc1f0b5e5888d82fa935c2","datavalue":{"value":"10.1007/S00180-019-00875-1","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q782628$91F0DE09-641E-47F6-B22C-0CE41BB03296","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dd1727b7489cae21f33d38adfd93523782af2397","datavalue":{"value":{"entity-type":"item","numeric-id":5196299,"id":"Q5196299"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4a917b95540af40aba18fec0d2fc775601574f1e","datavalue":{"value":{"amount":"+0.8119690418243408","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q782628$D79A7433-8B41-493E-A843-916B951E4E7C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b5a5f0d1d3564352f0830df1f2350cb21e76206a","datavalue":{"value":{"entity-type":"item","numeric-id":4450669,"id":"Q4450669"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8e160e82ae00ea70651dd712a1087c7eb796642e","datavalue":{"value":{"amount":"+0.7994517683982849","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":"Q782628$FB3C75E9-DBE8-4069-AD1B-98528DBEBEA4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2d59b82f3a64e6925e92cff9b15b071dce89aeb0","datavalue":{"value":{"entity-type":"item","numeric-id":737264,"id":"Q737264"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"27ae1b7d2448b50583027a990eb432855fd2e43d","datavalue":{"value":{"amount":"+0.7706658244132996","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":"Q782628$06D34460-2707-4CB1-8725-44F43530DF8D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"eadd656e8015c83e51dc08f4cd6706cf688d5b45","datavalue":{"value":{"entity-type":"item","numeric-id":5371413,"id":"Q5371413"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9f68239491b64decf66a0316c05e75f25f488f8e","datavalue":{"value":{"amount":"+0.7651814818382263","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q782628$E50F62EA-2C2C-4D44-B92B-FCA9AC213652","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9c668277d405100b8df579fdb9014aa97fdc6f0c","datavalue":{"value":{"entity-type":"item","numeric-id":528037,"id":"Q528037"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7b5d351810a914e828354e8ef418ff3bef8fda62","datavalue":{"value":{"amount":"+0.7620859742164612","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":"Q782628$2B06EB9F-921D-407D-940F-E700C3F027CB","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Likelihood-based_estimation_of_a_semiparametric_time-dependent_jump_diffusion_model_of_the_short-term_interest_rate"}}}}}