In ancient Persian—as spelled out in Old Hebrew Script on every modern Israeli sheqel coin, which is based on a Judean coin when Judea was part of the Persian Empire:
The three letters are I-H-D (from right to left)—which is pronounced Yehud or Yahud.
Elohim was the name of God for the Israelite (northern) tribes.
IHVH was the name of the God of the Judeans (southern tribe).
Since both religions were based on the belief in a single, Creator, God, the two traditions were knitted into one when the refugees of the northern kingdom were absorbed into Judea following the destruction of the northern kingdom by the Assyrians around 725 BCE, at the instruction of the Judean King Ezekiah.
This is actually not as silly a question as it might sound at first.
A “Roman” was anyone granted Roman citizenship—much as an “American” today is anyone granted American citizenship. Many foreigners (which, as far as native Romans were concerned, included all Italians not from Rome or its surrounding Latin region, as well as those from far off lands) were granted this cherished status, as a reward for service or for some other worthy merit.
Most Israelis know Josephus as the author of The Wars of the Jews (מלחמות היהודים, often mistranslated as The Jewish Wars)—a history of the Judeans’ revolts against foreign rule from the time of Seleucid to the beginning of the revolt against the Romans in the late 60s CE. As such, we’re grateful to him for the detailed information (which is sometimes the only source we have for some events), although there is suspicion that he was biased.