@article{oai:senshu-u.repo.nii.ac.jp:00007631,
 author = {Tanaka, Minoru},
 journal = {Information Science and Applied Mathematics},
 month = {},
 note = {This paper gives discussions on (i) a misspecified ARMA(1,1) model fitting to MA(2) processes, and also on (ii) a misspecified MA(2) model fitting to AR(2) processes. They are mainly concerned a problem for finding a number of locally maximal points of the conditional likelihood function of the models when the sample size tends to infinity. It is detected in the case (i) that the general conditions for MA(2) parameters on which the conditional likelihood function of the ARMA(1,1) model has more than one locally maximal points in the stationary and invertible parameter space. Also in the case (ii) it is seen that the MA(2) model has three locally maximal points in the invertible parameter space if the model is fitted to special AR(2) processes. These results are inspected by simulation.},
 pages = {1--20},
 title = {On Misspecified ARMA Model Fittings to Some Stationary Processes},
 volume = {21},
 year = {2013}
}