{"_buckets": {"deposit": "104f6302-1923-4fb9-a358-e7502b8edee5"}, "_deposit": {"created_by": 3, "id": "6169", "owners": [3], "pid": {"revision_id": 0, "type": "depid", "value": "6169"}, "status": "published"}, "_oai": {"id": "oai:fukuyama-u.repo.nii.ac.jp:00006169", "sets": ["604"]}, "author_link": ["27973", "27972", "27974"], "item_1_biblio_info_14": {"attribute_name": "書誌情報", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2001-01-25", "bibliographicIssueDateType": "Issued"}, "bibliographicIssueNumber": "合併", "bibliographicPageEnd": "35", "bibliographicPageStart": "25", "bibliographicVolumeNumber": "25", "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": "27972", "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_12": {"attribute_name": "抄録(英)", "attribute_value_mlt": [{"subitem_description": "This paper gives a nonparamertic method of estimation of memory parameter d in the long memory time series by fractal dimension analysis. Two-segments curve in the mean length curve gives a characteristic time scale which separates between long and intermediate persistence. Memory parameter d is estimated by the power law index which is determined by the corresponding characteristic frequency. For original nondetrended series we find that d=0.45±0.13 for the part of long memeory process and d=-0.29±0.10 in the intermediate memory process. On the othe hand, for the linearly detrended series we also find d=0.41±0.18 in the part of long memory process and d=-0.33±0.55 in the part of intermediate memory process.", "subitem_description_type": "Other"}]}, "item_1_full_name_7": {"attribute_name": "著者名よみ", "attribute_value_mlt": [{"nameIdentifiers": [{"nameIdentifier": "27973", "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": "27974", "nameIdentifierScheme": "WEKO"}], "names": [{"name": "Okamoto, Masanori Bernard", "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": "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": "2001-01-25"}], "displaytype": "detail", "download_preview_message": "", "file_order": 0, "filename": "KJ00004168847.pdf", "filesize": [{"value": "445.5 kB"}], "format": "application/pdf", "future_date_message": "", "is_thumbnail": false, "licensetype": "license_free", "mimetype": "application/pdf", "size": 445500.0, "url": {"url": "https://fukuyama-u.repo.nii.ac.jp/record/6169/files/KJ00004168847.pdf"}, "version_id": "54bcd43b-d1c7-4575-a824-0fb4a1888f43"}]}, "item_language": {"attribute_name": "言語", "attribute_value_mlt": [{"subitem_language": "jpn"}]}, "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": "長期記憶時系列の記憶パラメーターのノンパラメトリック推定 : 円対ドル為替レートの長期持続性", "item_titles": {"attribute_name": "タイトル", "attribute_value_mlt": [{"subitem_title": "長期記憶時系列の記憶パラメーターのノンパラメトリック推定 : 円対ドル為替レートの長期持続性"}, {"subitem_title": "A nonparametric estimation of the parameter in long memory time series : long perisistence in the exchange rate of Yen/US dollar", "subitem_title_language": "en"}]}, "item_type_id": "1", "owner": "3", "path": ["604"], "permalink_uri": "https://fukuyama-u.repo.nii.ac.jp/records/6169", "pubdate": {"attribute_name": "公開日", "attribute_value": "2001-01-25"}, "publish_date": "2001-01-25", "publish_status": "0", "recid": "6169", "relation": {}, "relation_version_is_last": true, "title": ["長期記憶時系列の記憶パラメーターのノンパラメトリック推定 : 円対ドル為替レートの長期持続性"], "weko_shared_id": -1}