Research Article

Best Lag Window for Spectrum Estimation of Law Order MA Process

Table 4

MSE values of MA(1) spectrum estimation with size (n = 10).

WindowsDifferent values of parameter

Rectangular6.3173333616.3160641396.3193643836.3325739786.3457973656.3491053666.3478329566.345797365
Triangular6.3113695946.3107675486.312892416.3219686036.3293537476.3313189216.3309937726.330034865
Hanning6.320830446.3189964476.3235179046.3414365576.3604664396.365445736.3630493746.360179286
Hamming6.3141178296.3133677666.3155454926.3244292626.3323226466.334097716.3338563366.332585922
Blackman6.3022607596.3032723956.3035582266.3086196776.3123320786.312492736.3125057416.312483751
Blackman–Harris6.3189380096.3174358256.321597146.3387710076.3569817796.3616584366.359323916.35667816
Flat top6.3177411466.3166915936.3203074796.3361225516.3527827516.3569847616.3548665996.35249844
Exponential6.3207949056.3188968046.3231763286.3396873356.3582873026.3625225036.3604664366.357282728
Gaussian6.3129373096.3123974696.3143839526.3228726656.3299950166.3316865576.3314981566.33048736
Welch(Riesz)6.3129894016.3124973476.314504916.3232712866.3294907366.3315044066.3312762466.330651116
Cosine6.3173333616.3160641396.3193643836.3325739786.3457973656.3491053666.3478329566.345797365
Parzen6.3219127896.3194695856.3232156156.3361489956.3544535046.3565596996.3552705656.350618256
Bohman6.3116093546.311281316.3130856326.3210977996.3276074396.3291625156.3290659396.328263199
Poisson6.3102039876.3094492066.3118497826.3219012396.3310364286.3332388346.3326666466.331360452
Hanning–Poisson6.3089011116.3082915796.3104715476.3197775716.328161726.3300669366.3296477656.328471139
Cauchy6.3165343466.3154047236.3184526146.3307687676.3426555216.3456882486.3446257896.342838347
Bartlett–Hanning6.3198450366.3181809786.3223796246.3391058476.3565790466.3611525566.359034396.356414425
Min-MSEBlackmanBlackmanBlackmanBlackmanBlackmanBlackmanBlackmanBlackman