{"created":"2023-05-25T05:23:31.395291+00:00","id":1019,"links":{},"metadata":{"_buckets":{"deposit":"77662ef9-de80-441f-8d81-acf8dbe4bfc4"},"_deposit":{"created_by":3,"id":"1019","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"1019"},"status":"published"},"_oai":{"id":"oai:yamagata.repo.nii.ac.jp:00001019","sets":["41:44"]},"author_link":["4156","4155"],"item_3_alternative_title_18":{"attribute_name":"その他の言語のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Bayesian Estimation of Threshold Auto Regressive Model, whose disturbance obey t distribution"}]},"item_3_alternative_title_19":{"attribute_name":"タイトル（ヨミ）","attribute_value_mlt":[{"subitem_alternative_title":"ゴサコウ ニ t ブンプ オ カテイ シタ イキチ ジコ カイキ モデル ノ ベイズ スイテイ"}]},"item_3_biblio_info_6":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2005-07-29","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicPageEnd":"96","bibliographicPageStart":"77","bibliographicVolumeNumber":"36","bibliographic_titles":[{"bibliographic_title":"山形大学紀要. 社会科学 = Bulletin of Yamagata University. Social Science"}]}]},"item_3_description_42":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"subitem_description":"論文(Article)","subitem_description_type":"Other"}]},"item_3_description_5":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"In this paper we introduce Threshold Auto Regressive Model, whose disturbance obey t distribution. We name this model t-TAR and show how to estimate the model by Bayesian MCMC method.　The difference of ordinary TAR model from t-TAR model is only distribution of disturbance. But when we estimate the model, the difference makes estimation difficult. We use complicated but efficient sampling method, rejection sampling chain.　In this paper we estimate 2 regime t-TAR model whose lag order is commonly 1, and confirm validity of the proposed method.","subitem_description_type":"Other"}]},"item_3_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"4156","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Sunada,  Hiroshi"}]}]},"item_3_publisher_32":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"山形大学"}]},"item_3_source_id_9":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00243021","subitem_source_identifier_type":"NCID"}]},"item_3_text_33":{"attribute_name":"出版者（ヨミ）","attribute_value_mlt":[{"subitem_text_value":"ヤマガタ ダイガク"}]},"item_3_text_34":{"attribute_name":"別言語の出版者","attribute_value_mlt":[{"subitem_text_value":"Yamagata University"}]},"item_3_text_43":{"attribute_name":"資源タイプ・ローカル","attribute_value_mlt":[{"subitem_text_value":"紀要論文"}]},"item_3_text_44":{"attribute_name":"資源タイプ・NII","attribute_value_mlt":[{"subitem_text_value":"Departmental Bulletin Paper"}]},"item_3_text_45":{"attribute_name":"資源タイプ・DCMI","attribute_value_mlt":[{"subitem_text_value":"text"}]},"item_3_text_46":{"attribute_name":"資源タイプ・ローカル表示コード","attribute_value_mlt":[{"subitem_text_value":"2"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"砂田,  洋志"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2015-08-21"}],"displaytype":"detail","filename":"kiyous-36-1-077to096.pdf","filesize":[{"value":"1.4 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"kiyous-36-1-077to096.pdf","url":"https://yamagata.repo.nii.ac.jp/record/1019/files/kiyous-36-1-077to096.pdf"},"version_id":"42ca3971-e081-4755-b38e-7527df303b93"}]},"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":"誤差項にt分布を仮定した閾値自己回帰モデルのベイズ推定","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"誤差項にt分布を仮定した閾値自己回帰モデルのベイズ推定"}]},"item_type_id":"3","owner":"3","path":["44"],"pubdate":{"attribute_name":"公開日","attribute_value":"2007-10-10"},"publish_date":"2007-10-10","publish_status":"0","recid":"1019","relation_version_is_last":true,"title":["誤差項にt分布を仮定した閾値自己回帰モデルのベイズ推定"],"weko_creator_id":"3","weko_shared_id":-1},"updated":"2023-05-25T07:08:21.919397+00:00"}