{"created":"2023-07-25T10:33:21.430993+00:00","id":7639,"links":{},"metadata":{"_buckets":{"deposit":"b47eb317-0271-47f7-87b0-a23e770484ec"},"_deposit":{"created_by":1,"id":"7639","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"7639"},"status":"published"},"_oai":{"id":"oai:senshu-u.repo.nii.ac.jp:00007639","sets":["27:32:861:862:872"]},"author_link":["1974"],"item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2014","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"38","bibliographicPageStart":"29","bibliographicVolumeNumber":"22","bibliographic_titles":[{},{"bibliographic_title":"Information Science and Applied Mathematics","bibliographic_titleLang":"en"}]}]},"item_10002_creator_2":{"attribute_name":"作成者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Tanaka, Minoru"}],"nameIdentifiers":[{},{}]}]},"item_10002_description_25":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"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.","subitem_description_type":"Other"}]},"item_10002_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.34360/00007633","subitem_identifier_reg_type":"JaLC"}]},"item_10002_publisher_26":{"attribute_name":"公開者","attribute_value_mlt":[{"subitem_publisher":"The Institute of Information Science Senshu University"}]},"item_10002_source_id_28":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"1349-1938","subitem_source_identifier_type":"ISSN"}]},"item_10002_version_type_20":{"attribute_name":"出版タイプ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_be7fb7dd8ff6fe43","subitem_version_type":"NA"}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2015-04-28"}],"displaytype":"detail","filename":"3093_0022_07.pdf","filesize":[{"value":"397.5 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"3093_0022_07","url":"https://senshu-u.repo.nii.ac.jp/record/7639/files/3093_0022_07.pdf"},"version_id":"830f937a-c7ac-43bb-b046-65433d557a3d"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Minoru","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Tanaka","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"ARMA(p,q) model fitting","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"conditional maximum likelihood function","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Gaussian","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"locally minimal points","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"misspecification.","subitem_subject_language":"en","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"On a Misspecified ARMA Model Fitting to a Data from Gaussian ARMA Process","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"On a Misspecified ARMA Model Fitting to a Data from Gaussian ARMA Process","subitem_title_language":"en"}]},"item_type_id":"10002","owner":"1","path":["872"],"pubdate":{"attribute_name":"公開日","attribute_value":"2015-04-28"},"publish_date":"2015-04-28","publish_status":"0","recid":"7639","relation_version_is_last":true,"title":["On a Misspecified ARMA Model Fitting to a Data from Gaussian ARMA Process"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-07-25T12:33:59.570786+00:00"}