@article{oai:senshu-u.repo.nii.ac.jp:00007625,
 author = {Tanaka, Minoru},
 journal = {Information Science and Applied Mathematics},
 month = {},
 note = {This paper gives a discussion on a misspecified ARMA(1,1) model fitting to an AR(2) process. The problem concerning a number of globally and locally maximal points of the conditional likelihood function is investigated when the sample size tends to infinity. We shall detect the conditions of AR(2) parameters on which the ARMA(1,1) conditional likelihood function has more than one locally maximal points in the stationary and invertible parameter space.},
 pages = {1--15},
 title = {On Some Properties of ARMA(1,1) Model Fitting to AR(2) Processes},
 volume = {20},
 year = {2012}
}