@article{oai:glim-re.repo.nii.ac.jp:00005065,
 author = {田中, 勝人 and Tanaka, Katsuto},
 issue = {4},
 journal = {學習院大學經濟論集, The journal of Faculty of Economics, Gakushuin University},
 month = {Feb},
 note = {application/pdf, We consider the testing problem associated with the panel or longitudinal fractional Ornstein-Uhlenbeck （fO-U） processes driven by independent fractional Brownian motions （fBms）, where the sign of the drift parameter of each fO-U process is tested, assuming that the Hurst parameter H is known. Since the test has a trivial consistent property against a fixed alternative, we employ the local alternative hypothesis that the drift parameter is close to the null in the order of 1/（TN ）, where T is the sampling span and N is the cross section dimension with 0 < η < 1. Then, for a given value of H, we compute the local power as N increases with any T.},
 pages = {169--182},
 title = {Local Powers of the MLE-Based Test for the Panel Fractional Ornstein-Uhlenbeck Process},
 volume = {57},
 year = {2021},
 yomi = {タナカ, カツト}
}