Best Lag Window for Spectrum Estimation of Law Order MA Process

Table 15

Best lag window with minimum MSE between and of.

Series size	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
10	Blackman	Blackman	Blackman	Blackman	Blackman	Blackman	Blackman	Blackman
100	Blackman	Blackman	Blackman	Hanning–Poisson	Blackman	Blackman	Blackman	Blackman
500	Blackman	Blackman	Blackman	Hanning–Poisson	Blackman	Blackman	Blackman	Blackman
1000	Blackman	Blackman	Blackman	Hanning–Poisson	Blackman	Blackman	Blackman	Blackman
10000	Blackman	Blackman	Blackman	Hanning–Poisson	Blackman	Blackman	Blackman	Blackman