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).

WindowsDifferent 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

Rectangular6.3215650246.3215650246.3601382646.3160641396.3270683046.3619780116.3325739786.317034709
Triangular6.3171174236.317770686.3331280086.3151601126.319398266.3330077246.3214579496.316118821
Hanning6.3245574486.3244014976.3820646746.3162684446.3326893546.3851547836.3409138196.317578586
Hamming6.31881336.3189566246.340027076.3158761856.321901576.340723136.3249108136.316534387
Blackman6.3138458396.3143855096.3043300896.3153091936.3120273336.3010640936.3105143096.315641361
Blackman–Harris6.3237315766.3236270736.3760271336.3161801896.3310311226.3784160636.3384833126.317427316
Flat top6.3229391636.3228164146.3698861836.3161295356.329398826.3715272196.3360275896.317269995
Exponential6.3248618246.3245702856.3806870386.3165260456.332774716.3845496256.3410987156.317662753
Gaussian6.3180634276.3182965716.3356345526.3157441416.3205802896.3356986176.3230031436.316391836
Welch(Riesz)6.3174252936.3177638486.3338794336.3155268426.3198398816.3333531876.3217464366.316253592
Cosine6.3215650246.3215650246.3601382646.3160641396.3270683046.3619780116.3325739786.317034709
Parzen6.3270155616.3260958136.3830622516.317616126.3350306686.390849776.3442622796.318203885
Bohman6.3173188876.3176630816.331109166.3156178666.3192206436.330555286.3211523076.316253023
Poisson6.3170499326.3180233836.3348337166.3147671936.3195063186.3350929616.321981156.316019062
Hanning–Poisson6.3163881076.3174325726.3300173716.3147013466.3182214496.3299261556.3201540726.315904302
Cauchy6.3208110576.3208663136.3551864286.3159773846.3257314966.3566281586.3305671056.316894163
Bartlett–Hanning6.3237123796.3236062296.3760954666.3161948726.3311270616.3787734056.3385906886.317423083
Min-MSEBlackmanBlackmanBlackmanHanning–PoissonBlackmanBlackmanBlackmanBlackman