@article{oai:senshu-u.repo.nii.ac.jp:00007639,
 author = {Tanaka, Minoru},
 journal = {Information Science and Applied Mathematics},
 month = {},
 note = {This paper provides computer simulations concerning a misspecified ARMA(p, q) model fitting to (a data generated from) an ARMA(p, q+1) process, and also a misspecified ARMA(p+h, q) model fitting to an ARMA(p, q+k) process. They are mainly concerned with a problem for finding a number of locally maximal points of a conditional Gaussian likelihood function of the model when the sample size is large. It is detected that when p=q=1 and h=k=1, the conditional likelihood function of the ARMA(2,1) model has more than one locally maximal points if the model is fitted to a data generated from an ARMA(1,2) process. Also in the case where p=3, q=3 and k=3 it is seen that the conditional likelihood function of the ARMA(3,3) model has at least five locally maximal points if the model is fitted to a data generated from an ARMA(3,6) process.},
 pages = {29--38},
 title = {On a Misspecified ARMA Model Fitting to a Data from Gaussian ARMA Process},
 volume = {22},
 year = {2014}
}