{"_buckets": {"deposit": "69a396db-c945-4db1-8b56-ef0b93c02300"}, "_deposit": {"id": "2005196", "owner": "1", "owners": [1], "pid": {"revision_id": 0, "type": "depid", "value": "2005196"}, "status": "published"}, "_oai": {"id": "oai:u-ryukyu.repo.nii.ac.jp:02005196", "sets": ["1642837844337", "1642838405494"]}, "author_link": [], "item_1617186331708": {"attribute_name": "Title", "attribute_value_mlt": [{"subitem_1551255647225": "時系列における構造変化検定法のシミュレーションによる比較", "subitem_1551255648112": "ja"}, {"subitem_1551255647225": "Testing for Structural Breaks : A Survey and Comparison using Monte Carlo Simulations", "subitem_1551255648112": "en"}]}, "item_1617186419668": {"attribute_name": "Creator", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "杉田, 勝弘", "creatorNameLang": "ja"}]}, {"creatorNames": [{"creatorName": "大西, 裕子", "creatorNameLang": "ja"}]}, {"creatorNames": [{"creatorName": "Sugita, Katsuhiro", "creatorNameLang": "en"}]}, {"creatorNames": [{"creatorName": "Onishi, Yuko", "creatorNameLang": "en"}]}]}, "item_1617186476635": {"attribute_name": "Access Rights", "attribute_value_mlt": [{"subitem_1522299639480": "open access", "subitem_1600958577026": "http://purl.org/coar/access_right/c_abf2"}]}, "item_1617186626617": {"attribute_name": "Description", "attribute_value_mlt": [{"subitem_description": "本稿は、単変量時系列における幾つかの構造変化検定法の紹介およびモンテカルロ実験による比較を行っている。具体的には、AndrwesのSupF統計量（1993)、Andrwes-PlobergerのAveF統計量とExpF統計量（1994)、Hansenのブートストラップ統計量（2000)、NyblomのL統計量（1989)、Bai-Perronの統計量(1998)、Baiの尤度比統計量（1999)、Wang-Zivotのベイジアン検定法（2000）に関して、検定のサイズと検出力に関する比較を行っている。検定のサイズはサンプルサイズが中程度以上では似たような結果を示すと予想していたが、実験では全く違った特性を示した。検出力検定に関しては小サンプルでジャンプサイズが小さい時以外は、各検定法ともほぼ同じような特性を示した。", "subitem_description_type": "Other"}, {"subitem_description": "紀要論文", "subitem_description_type": "Other"}]}, "item_1617186643794": {"attribute_name": "Publisher", "attribute_value_mlt": [{"subitem_1522300295150": "ja", "subitem_1522300316516": "琉球大学法文学部"}]}, "item_1617186702042": {"attribute_name": "Language", "attribute_value_mlt": [{"subitem_1551255818386": "jpn"}]}, "item_1617186783814": {"attribute_name": "Identifier", "attribute_value_mlt": [{"subitem_identifier_type": "HDL", "subitem_identifier_uri": "http://hdl.handle.net/20.500.12000/14248"}]}, "item_1617186819068": {"attribute_name": "Identifier Registration", "attribute_value_mlt": [{"subitem_identifier_reg_text": "10.24564/0002005196", "subitem_identifier_reg_type": "JaLC"}]}, "item_1617186920753": {"attribute_name": "Source Identifier", "attribute_value_mlt": [{"subitem_1522646500366": "ISSN", "subitem_1522646572813": "0557-580X"}, {"subitem_1522646500366": "NCID", "subitem_1522646572813": "AN00250468"}]}, "item_1617186941041": {"attribute_name": "Source Title", "attribute_value_mlt": [{"subitem_1522650068558": "ja", "subitem_1522650091861": "琉球大学経済研究"}]}, "item_1617187056579": {"attribute_name": "Bibliographic Information", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2009-09", "bibliographicIssueDateType": "Issued"}, "bibliographicIssueNumber": "78", "bibliographicPageEnd": "41", "bibliographicPageStart": "25"}]}, "item_1617258105262": {"attribute_name": "Resource Type", "attribute_value_mlt": [{"resourcetype": "departmental bulletin paper", "resourceuri": "http://purl.org/coar/resource_type/c_6501"}]}, "item_1617265215918": {"attribute_name": "Version Type", "attribute_value_mlt": [{"subitem_1522305645492": "VoR", "subitem_1600292170262": "http://purl.org/coar/version/c_970fb48d4fbd8a85"}]}, "item_1617605131499": {"attribute_name": "File", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_access", "download_preview_message": "", "file_order": 0, "filename": "No78p025.pdf", "future_date_message": "", "is_thumbnail": false, "mimetype": "", "size": 0, "url": {"objectType": "fulltext", "url": "https://u-ryukyu.repo.nii.ac.jp/record/2005196/files/No78p025.pdf"}, "version_id": "7a7783d2-d712-4138-9895-2a015d707a4e"}]}, "item_title": "時系列における構造変化検定法のシミュレーションによる比較", "item_type_id": "15", "owner": "1", "path": ["1642837844337", "1642838405494"], "permalink_uri": "https://doi.org/10.24564/0002005196", "pubdate": {"attribute_name": "PubDate", "attribute_value": "2009-12-24"}, "publish_date": "2009-12-24", "publish_status": "0", "recid": "2005196", "relation": {}, "relation_version_is_last": true, "title": ["時系列における構造変化検定法のシミュレーションによる比較"], "weko_shared_id": -1}