{"created":"2023-06-19T09:49:33.622688+00:00","id":6107,"links":{},"metadata":{"_buckets":{"deposit":"7845850a-38f9-4461-9da4-cd609a39ba63"},"_deposit":{"created_by":3,"id":"6107","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"6107"},"status":"published"},"_oai":{"id":"oai:fukuyama-u.repo.nii.ac.jp:00006107","sets":["502:507:542:593:594"]},"author_link":["27896","27895","27894"],"item_1_alternative_title_5":{"attribute_name":"論文名よみ","attribute_value_mlt":[{"subitem_alternative_title":"ARMA MODELS WITH INVERSE GAUSSIAN INNOVATIONS"}]},"item_1_biblio_info_14":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"1996-09-25","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicPageEnd":"13","bibliographicPageStart":"1","bibliographicVolumeNumber":"21","bibliographic_titles":[{"bibliographic_title":"福山大学経済学論集"}]}]},"item_1_creator_6":{"attribute_name":"著者名(日)","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"岡本, 雅典"}],"nameIdentifiers":[{"nameIdentifier":"27894","nameIdentifierScheme":"WEKO"}]}]},"item_1_description_1":{"attribute_name":"ページ属性","attribute_value_mlt":[{"subitem_description":"P(論文)","subitem_description_type":"Other"}]},"item_1_description_11":{"attribute_name":"抄録(日)","attribute_value_mlt":[{"subitem_description":"経済時系列においてAMRAモデル等を当てはめる際、イノヴェイションが非正規分布している場合が非常に多い。対数正規分布とカイ2乗分布の場合は調べられているが、その他の非正規分布に従う場合は知られていない。本論文ではイノヴェイションが逆正規分布 (Inverse Gaussian distribution) に従う場合に条件付最尤推定量が存在するかどうか、存在するためにはどんな条件か必要かを求めた。なお対数正規分布と逆正規分布を特別な場合として含むべき等逆正規分布 (power inverse Gaussian distribution) の場合について検討した。結果はパラメーターc^2の制限された値にたいして存在する。漸近的には条件付最尤推定量は存在し一致推定量となる。","subitem_description_type":"Other"}]},"item_1_full_name_7":{"attribute_name":"著者名よみ","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"27895","nameIdentifierScheme":"WEKO"}],"names":[{"name":"オカモト, マサノリ"}]}]},"item_1_full_name_8":{"attribute_name":"著者名(英)","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"27896","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Okamoto, Masanori B.","nameLang":"en"}]}]},"item_1_source_id_13":{"attribute_name":"雑誌書誌ID","attribute_value_mlt":[{"subitem_source_identifier":"AN00217633","subitem_source_identifier_type":"NCID"}]},"item_1_text_10":{"attribute_name":"著者所属(英)","attribute_value_mlt":[{"subitem_text_language":"en","subitem_text_value":"Dept. Economics, Fukuyama University"}]},"item_1_text_2":{"attribute_name":"記事種別(日)","attribute_value_mlt":[{"subitem_text_value":"論文"}]},"item_1_text_3":{"attribute_name":"記事種別(英)","attribute_value_mlt":[{"subitem_text_language":"en","subitem_text_value":"Article"}]},"item_1_text_9":{"attribute_name":"著者所属(日)","attribute_value_mlt":[{"subitem_text_value":"福山大学経済学部"}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"1996-09-25"}],"displaytype":"detail","filename":"KJ00004168785.pdf","filesize":[{"value":"363.0 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"url":"https://fukuyama-u.repo.nii.ac.jp/record/6107/files/KJ00004168785.pdf"},"version_id":"d88de166-4f9b-4013-96c6-f7138ecc4df3"}]},"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":"ARMA MODELS WITH INVERSE GAUSSIAN INNOVATIONS","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"ARMA MODELS WITH INVERSE GAUSSIAN INNOVATIONS","subitem_title_language":"en"}]},"item_type_id":"1","owner":"3","path":["594"],"pubdate":{"attribute_name":"公開日","attribute_value":"1996-09-25"},"publish_date":"1996-09-25","publish_status":"0","recid":"6107","relation_version_is_last":true,"title":["ARMA MODELS WITH INVERSE GAUSSIAN INNOVATIONS"],"weko_creator_id":"3","weko_shared_id":-1},"updated":"2023-06-19T11:10:41.108058+00:00"}