@article{oai:senshu-u.repo.nii.ac.jp:00007665,
 author = {Tanaka, Minoru},
 journal = {Information Science and Applied Mathematics},
 month = {},
 note = {This paper provides discussions about a misspecified MA (2) model fitting to (a data generated by) a Gaussian MA (q) process. They are mainly concerned a problem for finding a number of locally maximal points of the Gaussian quasi-maximum likelihood function of the model when the sample size is large. When 0 ≤ q ≤ 3, the MA (2) model has always only one parameter set estimated in the invertible parameter space. On the other hand when q ≥ 5, the likelihood function of the MA (2) model has more than one locally maximal points in the invertible parameter space if the model is fitted to a data from some MA (q) process.},
 pages = {1--20},
 title = {Misspecified MA (2) Model Fitting to a Data from Gaussian MA (q) Process},
 volume = {26},
 year = {2018}
}