Research Article
Best Lag Window for Spectrum Estimation of Law Order MA Process
Table 10
MSE values of MA(2) spectrum estimation with size (n = 100).
| Windows | Different values of parameters | = 1 | = −1 | = 0.5 | = −0.5 | = 0.5 | = 0.5 | = 1 | = −1.5 | = −1 | = 1 | = 0.5 | = −0.5 | = −0.5 | = 1 | = −0.5 | = 1 |
| Rectangular | 6.321565024 | 6.321565024 | 6.360138264 | 6.316064139 | 6.327068304 | 6.361978011 | 6.332573978 | 6.317034709 | Triangular | 6.317117423 | 6.31777068 | 6.333128008 | 6.315160112 | 6.31939826 | 6.333007724 | 6.321457949 | 6.316118821 | Hanning | 6.324557448 | 6.324401497 | 6.382064674 | 6.316268444 | 6.332689354 | 6.385154783 | 6.340913819 | 6.317578586 | Hamming | 6.3188133 | 6.318956624 | 6.34002707 | 6.315876185 | 6.32190157 | 6.34072313 | 6.324910813 | 6.316534387 | Blackman | 6.313845839 | 6.314385509 | 6.304330089 | 6.315309193 | 6.312027333 | 6.301064093 | 6.310514309 | 6.315641361 | Blackman–Harris | 6.323731576 | 6.323627073 | 6.376027133 | 6.316180189 | 6.331031122 | 6.378416063 | 6.338483312 | 6.317427316 | Flat top | 6.322939163 | 6.322816414 | 6.369886183 | 6.316129535 | 6.32939882 | 6.371527219 | 6.336027589 | 6.317269995 | Exponential | 6.324861824 | 6.324570285 | 6.380687038 | 6.316526045 | 6.33277471 | 6.384549625 | 6.341098715 | 6.317662753 | Gaussian | 6.318063427 | 6.318296571 | 6.335634552 | 6.315744141 | 6.320580289 | 6.335698617 | 6.323003143 | 6.316391836 | Welch(Riesz) | 6.317425293 | 6.317763848 | 6.333879433 | 6.315526842 | 6.319839881 | 6.333353187 | 6.321746436 | 6.316253592 | Cosine | 6.321565024 | 6.321565024 | 6.360138264 | 6.316064139 | 6.327068304 | 6.361978011 | 6.332573978 | 6.317034709 | Parzen | 6.327015561 | 6.326095813 | 6.383062251 | 6.31761612 | 6.335030668 | 6.39084977 | 6.344262279 | 6.318203885 | Bohman | 6.317318887 | 6.317663081 | 6.33110916 | 6.315617866 | 6.319220643 | 6.33055528 | 6.321152307 | 6.316253023 | Poisson | 6.317049932 | 6.318023383 | 6.334833716 | 6.314767193 | 6.319506318 | 6.335092961 | 6.32198115 | 6.316019062 | Hanning–Poisson | 6.316388107 | 6.317432572 | 6.330017371 | 6.314701346 | 6.318221449 | 6.329926155 | 6.320154072 | 6.315904302 | Cauchy | 6.320811057 | 6.320866313 | 6.355186428 | 6.315977384 | 6.325731496 | 6.356628158 | 6.330567105 | 6.316894163 | Bartlett–Hanning | 6.323712379 | 6.323606229 | 6.376095466 | 6.316194872 | 6.331127061 | 6.378773405 | 6.338590688 | 6.317423083 | Min-MSE | Blackman | Blackman | Blackman | Hanning–Poisson | Blackman | Blackman | Blackman | Blackman |
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