@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042906,
 author = {Nakajima, Jouchi and Kunihama, Tsuyoshi and Omori, Yasuhiro and Frühwirth-Schnatter, Sylvia},
 month = {Jan},
 note = {application/pdf, Revised version of CIRJE-F-689 (2009); subsequently published in Computational Statistics and Data Analysis, 56-11, 3241-3259. November 2012., 本文フィルはリンク先を参照のこと},
 title = {Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form},
 year = {2011}
}