{"created":"2025-02-21T03:28:42.468597+00:00","id":2006678,"links":{},"metadata":{"_buckets":{"deposit":"59d4e83a-5f34-48a9-a475-654119f95c19"},"_deposit":{"created_by":41,"id":"2006678","owners":[41],"pid":{"revision_id":0,"type":"depid","value":"2006678"},"status":"published"},"_oai":{"id":"oai:hiroshima.repo.nii.ac.jp:02006678","sets":["1730444907710"]},"author_link":[],"item_1617186331708":{"attribute_name":"Title","attribute_value_mlt":[{"subitem_title":"Test for Parameter Change in ARIMA Models","subitem_title_language":"en"}]},"item_1617186419668":{"attribute_name":"Creator","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Lee, Sangyeol","creatorNameLang":"en"}],"familyNames":[{"familyName":"Lee","familyNameLang":"en"}],"givenNames":[{"givenName":"Sangyeol","givenNameLang":"en"}]},{"creatorNames":[{"creatorName":"Park, Siyun","creatorNameLang":"en"}],"familyNames":[{"familyName":"Park","familyNameLang":"en"}],"givenNames":[{"givenName":"Siyun","givenNameLang":"en"}]},{"creatorNames":[{"creatorName":"Maekawa, Koichi","creatorNameLang":"en"}],"familyNames":[{"familyName":"Maekawa","familyNameLang":"en"}],"givenNames":[{"givenName":"Koichi","givenNameLang":"en"}]},{"creatorNames":[{"creatorName":"Kawai, Ken-ichi","creatorNameLang":"en"}],"familyNames":[{"familyName":"Kawai","familyNameLang":"en"}],"givenNames":[{"givenName":"Ken-ichi","givenNameLang":"en"}]}]},"item_1617186476635":{"attribute_name":"Access Rights","attribute_value_mlt":[{"subitem_access_right":"open access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_abf2"}]},"item_1617186499011":{"attribute_name":"Rights","attribute_value_mlt":[{"subitem_rights":"Copyright (c) 2006 Taylor & Francis. This is an electronic version of an article published in \"Communications in Statistics Vol.35 No.2 pp.429-439\" Communications in Statistics is available at: http://dx.doi.org/10.1080/03610910600591537"}]},"item_1617186609386":{"attribute_name":"Subject","attribute_value_mlt":[{"subitem_subject":"Test for parameter changes","subitem_subject_scheme":"Other"},{"subitem_subject":"cusum test","subitem_subject_scheme":"Other"},{"subitem_subject":"ARIMA model","subitem_subject_scheme":"Other"},{"subitem_subject":"graphical method","subitem_subject_scheme":"Other"},{"subitem_subject":"autocovariance function","subitem_subject_scheme":"Other"},{"subitem_subject":"and Brownian bridge","subitem_subject_scheme":"Other"},{"subitem_subject":"330","subitem_subject_scheme":"NDC"}]},"item_1617186626617":{"attribute_name":"Description","attribute_value_mlt":[{"subitem_description":"In this paper we consider the problem of testing for parameter changes in ARIMA models based on the cusum test. The proposed test procedure is applicable to testing for the change from stationary models to nonstationary models, and vice versa. The idea is to transform the time series via differencing to make the whole time series as a combination of stationary subseries. For this task, we propose a graphical method to identify the right order of differencing. Then the cusum test statistic proposed by Lee et al. (2003) is constructed based the differenced time series. Simulation study and real data analysis are provided for illustration.","subitem_description_language":"en"}]},"item_1617186643794":{"attribute_name":"Publisher","attribute_value_mlt":[{"subitem_publisher":"Taylor & Francis"}]},"item_1617186702042":{"attribute_name":"Language","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_1617186920753":{"attribute_name":"Source Identifier","attribute_value_mlt":[{"subitem_source_identifier":"0361-0918","subitem_source_identifier_type":"ISSN"},{"subitem_source_identifier":"AA10512671","subitem_source_identifier_type":"NCID"}]},"item_1617187024783":{"attribute_name":"Page Start","attribute_value_mlt":[{"subitem_start_page":"429"}]},"item_1617187056579":{"attribute_name":"Bibliographic Information","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2006-04","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"2","bibliographicPageEnd":"439","bibliographicPageStart":"429","bibliographicVolumeNumber":"35","bibliographic_titles":[{"bibliographic_title":"Communications in Statistics : Simulation and Computation"},{"bibliographic_title":"Communications in Statistics : Simulation and Computation"}]}]},"item_1617258105262":{"attribute_name":"Resource Type","attribute_value_mlt":[{"resourcetype":"journal article","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_1617265215918":{"attribute_name":"Version Type","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_b1a7d7d4d402bcce","subitem_version_type":"AO"}]},"item_1617353299429":{"attribute_name":"Relation","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"10.1080/03610910600591537","subitem_relation_type_select":"DOI"}},{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://dx.doi.org/10.1080/03610910600591537","subitem_relation_type_select":"DOI"}}]},"item_1617605131499":{"attribute_name":"File","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_access","date":[{"dateType":"Available","dateValue":"2023-03-18"}],"displaytype":"simple","filename":"ComminStatSimCom_35_429.pdf","filesize":[{"value":"243.3 KB"}],"mimetype":"application/pdf","url":{"objectType":"fulltext","url":"https://hiroshima.repo.nii.ac.jp/record/2006678/files/ComminStatSimCom_35_429.pdf"},"version_id":"a32d4eb1-47c5-412b-b5d1-99bfe9b5e9c5"}]},"item_1732771732025":{"attribute_name":"旧ID","attribute_value":"17213"},"item_title":"Test for Parameter Change in ARIMA Models","item_type_id":"40003","owner":"41","path":["1730444907710"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2023-03-18"},"publish_date":"2023-03-18","publish_status":"0","recid":"2006678","relation_version_is_last":true,"title":["Test for Parameter Change in ARIMA Models"],"weko_creator_id":"41","weko_shared_id":-1},"updated":"2025-02-21T08:08:32.094979+00:00"}