@article{oai:yamagata.repo.nii.ac.jp:00001037,
 author = {砂田,  洋志},
 issue = {1},
 journal = {山形大学紀要. 社会科学 = Bulletin of Yamagata University. Social Science},
 month = {Jul},
 note = {論文(Article), we introduce Accept-Reject Metropolis-Hastings (AR-MH) Sampling and explam how to estimate the parameters of the auto regressive model, whose error terms obey t distribution, by the AR-MH sampling.　Then we introduce how to estimate marginal likelihood, when parameters are estimated by AR-MH Sampling. As example, we simulate the data from the auto regressive model, whose error terms obey t distribution, and estimate both the parameters and marginal likelihood.},
 pages = {91--111},
 title = {棄却サンプリング連鎖を用いた場合の周辺尤度の推定 : 誤差項にt分布を仮定した自己回帰モデルを例に},
 volume = {37},
 year = {2006}
}