Best Lag Window for Spectrum Estimation of Law Order MA Process

Table 13

MSE values of MA(2) spectrum estimation with size (n = 10000).

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	6.317855079	6.318048015	6.329728119	6.31605515	6.319269444	6.331734076	6.321390891	6.31638888
Hanning	6.324333631	6.324210633	6.383194947	6.316065401	6.33274672	6.38583431	6.340955416	6.317515983
Hamming	6.319018997	6.319132064	6.338999008	6.316062978	6.321848752	6.34011287	6.324872728	6.316591972
Blackman	6.314602201	6.314606383	6.302553934	6.316060833	6.31262263	6.304153737	6.311101155	6.315776292
Blackman–Harris	6.323590977	6.323453625	6.376995885	6.316065041	6.331187991	6.379739984	6.338630758	6.317378991
Flat top	6.32283238	6.322718592	6.370476692	6.31606468	6.329578574	6.373369557	6.33625461	6.317242264
Exponential	6.324542244	6.324301408	6.38464717	6.316068875	6.333565517	6.385292434	6.341509798	6.317542611
Gaussian	6.318369328	6.31851271	6.333705322	6.316061752	6.320389388	6.335275274	6.322893501	6.316477891
Welch(Riesz)	6.317807718	6.318110539	6.329288881	6.316058835	6.318937909	6.332372703	6.321295763	6.316390903
Cosine	6.321565024	6.321565024	6.360138264	6.316064139	6.327068304	6.361978011	6.332573978	6.317034709
Parzen	6.326203496	6.325611467	6.39781678	6.316083922	6.338511857	6.391717309	6.346256854	6.317781749
Bohman	6.317746178	6.317883746	6.328662769	6.316060713	6.319016136	6.33040712	6.320991031	6.31636812
Poisson	6.318134832	6.318228945	6.332174728	6.316050845	6.320001297	6.33355514	6.322214269	6.316430102
Hanning–Poisson	6.317554127	6.317635162	6.327408815	6.316050674	6.318825202	6.328555408	6.320436569	6.316326227
Cauchy	6.320876447	6.320929331	6.354453735	6.316063333	6.325595081	6.356433889	6.33050151	6.316916254
Bartlett–Hanning	6.323555462	6.323474752	6.376724998	6.316064831	6.331122539	6.379295097	6.338600735	6.31738112
Min-MSE	Blackman	Blackman	Blackman	Hanning–Poisson	Blackman	Blackman	Blackman	Blackman