Best Lag Window for Spectrum Estimation of Law Order MA Process

Table 11

MSE values of MA(2) spectrum estimation with size (n = 500).

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	6.317647266	6.3179566	6.331517324	6.31588179	6.319328483	6.332050539	6.321301252	6.316365871
Hanning	6.324250822	6.324265461	6.38206513	6.316091945	6.332703845	6.384872656	6.340870645	6.317506423
Hamming	6.31909505	6.319081614	6.340031293	6.316038557	6.321887866	6.340985719	6.324950371	6.316600764
Blackman	6.31455688	6.314500879	6.302256466	6.315982718	6.312578132	6.301911887	6.310992796	6.315763958
Blackman–Harris	6.32348736	6.323494163	6.375675873	6.316082845	6.331131988	6.378262669	6.338526006	6.317365882
Flat top	6.322718912	6.322716438	6.369293183	6.316075253	6.329517997	6.371648059	6.336213328	6.317227254
Exponential	6.324840245	6.324407841	6.382496376	6.316163699	6.333349526	6.385428999	6.341664876	6.317538431
Gaussian	6.31833174	6.31844159	6.334939146	6.316012361	6.320477191	6.335768283	6.322893236	6.316483275
Welch(Riesz)	6.317505476	6.31797286	6.331959995	6.315952597	6.319175721	6.332387703	6.321159104	6.316401338
Cosine	6.321565024	6.321565024	6.360138264	6.316064139	6.327068304	6.361978011	6.332573978	6.317034709
Parzen	6.328047906	6.325832428	6.392371593	6.316475625	6.337532096	6.395529955	6.347464105	6.317834331
Bohman	6.317608082	6.317812419	6.329753704	6.315989451	6.319144591	6.330648137	6.320906056	6.316364675
Poisson	6.317936785	6.318181261	6.3331846	6.3157986	6.319916772	6.333917098	6.322115039	6.316370761
Hanning–Poisson	6.317367925	6.317591571	6.328278066	6.31579334	6.318733654	6.328904817	6.320328848	6.316263887
Cauchy	6.320839839	6.320904802	6.354921707	6.316047154	6.325630499	6.356491956	6.330489775	6.31691898
Bartlett–Hanning	6.323469349	6.32350886	6.375966284	6.316079627	6.331101469	6.378496766	6.338527326	6.317373725
Min-MSE	Blackman	Blackman	Blackman	Hanning–Poisson	Blackman	Blackman	Blackman	Blackman