{"created":"2023-05-15T14:23:56.515859+00:00","id":5065,"links":{},"metadata":{"_buckets":{"deposit":"a23de505-ecee-4a3f-946f-eebcb4ef62eb"},"_deposit":{"created_by":15,"id":"5065","owners":[15],"pid":{"revision_id":0,"type":"depid","value":"5065"},"status":"published"},"_oai":{"id":"oai:glim-re.repo.nii.ac.jp:00005065","sets":["1253:1361:16:510"]},"author_link":["34281","34282"],"item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2021-02","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"4","bibliographicPageEnd":"182","bibliographicPageStart":"169","bibliographicVolumeNumber":"57","bibliographic_titles":[{"bibliographic_title":"學習院大學經濟論集","bibliographic_titleLang":"ja"},{"bibliographic_title":"The journal of Faculty of Economics, Gakushuin University","bibliographic_titleLang":"en"}]}]},"item_10002_description_19":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"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.","subitem_description_type":"Abstract"}]},"item_10002_publisher_8":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"学習院大学経済学会","subitem_publisher_language":"ja"}]},"item_10002_source_id_11":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00038827","subitem_source_identifier_type":"NCID"}]},"item_10002_source_id_9":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"00163953","subitem_source_identifier_type":"PISSN"}]},"item_10002_version_type_20":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"田中, 勝人","creatorNameLang":"ja"},{"creatorName":"タナカ, カツト","creatorNameLang":"ja-Kana"}],"nameIdentifiers":[{"nameIdentifier":"34281","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Tanaka, Katsuto","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"34282","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2021-08-25"}],"displaytype":"detail","filename":"keizaironsyu_57_4_169_182.pdf","filesize":[{"value":"1.4 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"keizaironsyu_57_4_169_182.pdf","objectType":"fulltext","url":"https://glim-re.repo.nii.ac.jp/record/5065/files/keizaironsyu_57_4_169_182.pdf"},"version_id":"62bb269a-87f3-4619-8a23-b9add7c795b3"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"Local Powers of the MLE-Based Test for the Panel Fractional Ornstein-Uhlenbeck Process","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Local Powers of the MLE-Based Test for the Panel Fractional Ornstein-Uhlenbeck Process","subitem_title_language":"en"}]},"item_type_id":"10002","owner":"15","path":["510"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2021-08-25"},"publish_date":"2021-08-25","publish_status":"0","recid":"5065","relation_version_is_last":true,"title":["Local Powers of the MLE-Based Test for the Panel Fractional Ornstein-Uhlenbeck Process"],"weko_creator_id":"15","weko_shared_id":-1},"updated":"2023-08-16T01:40:00.195441+00:00"}