Research Article
Best Lag Window for Spectrum Estimation of Law Order MA Process
Table 5
MSE values of MA(1) spectrum estimation with size (n = 100).
| | Windows | Different values of parameter | | | | | | | | |
| | Rectangular | 6.317333361 | 6.316064139 | 6.319364383 | 6.332573978 | 6.345797365 | 6.349105366 | 6.347832956 | 6.345797365 | | Triangular | 6.316005269 | 6.315502259 | 6.316731003 | 6.321849529 | 6.326985356 | 6.327757368 | 6.326900064 | 6.32579965 | | Hanning | 6.31806519 | 6.316167753 | 6.32110453 | 6.341162052 | 6.360347991 | 6.365372888 | 6.364252615 | 6.360647922 | | Hamming | 6.316660153 | 6.315968816 | 6.317763862 | 6.324682905 | 6.33243793 | 6.334173767 | 6.332762578 | 6.332165359 | | Blackman | 6.315362421 | 6.315718152 | 6.314932087 | 6.310802524 | 6.308365932 | 6.307273013 | 6.306340167 | 6.306147794 | | Blackman–Harris | 6.317848489 | 6.316128283 | 6.320633953 | 6.33882696 | 6.356290341 | 6.360849096 | 6.359792368 | 6.356255191 | | Flat top | 6.317638588 | 6.316102605 | 6.320181441 | 6.336478466 | 6.352199786 | 6.356363117 | 6.355264552 | 6.351894477 | | Exponential | 6.318221266 | 6.31637155 | 6.321318053 | 6.340398962 | 6.360502172 | 6.36618394 | 6.364286426 | 6.36219272 | | Gaussian | 6.31645154 | 6.315884494 | 6.317326823 | 6.323030172 | 6.329212062 | 6.330404138 | 6.329199826 | 6.328365722 | | Welch(Riesz) | 6.316230368 | 6.315713366 | 6.316921366 | 6.32245267 | 6.327205341 | 6.327606375 | 6.326989738 | 6.325262877 | | Cosine | 6.317333361 | 6.316064139 | 6.319364383 | 6.332573978 | 6.345797365 | 6.349105366 | 6.347832956 | 6.345797365 | | Parzen | 6.319052677 | 6.317233201 | 6.322761625 | 6.339863334 | 6.366401923 | 6.374981893 | 6.370220836 | 6.373119197 | | Bohman | 6.316253855 | 6.315808587 | 6.316897146 | 6.321355062 | 6.325958709 | 6.326704444 | 6.325615407 | 6.324696778 | | Poisson | 6.315823722 | 6.315261275 | 6.31666959 | 6.322265743 | 6.328176627 | 6.329372137 | 6.328423389 | 6.327531799 | | Hanning–Poisson | 6.315661537 | 6.31523451 | 6.316291145 | 6.320398054 | 6.324977482 | 6.325848083 | 6.324882348 | 6.324291094 | | Cauchy | 6.317136032 | 6.31600932 | 6.318921608 | 6.330651747 | 6.342351301 | 6.345144417 | 6.343959584 | 6.342050158 | | Bartlett–Hanning | 6.317852285 | 6.316125822 | 6.320611356 | 6.338842477 | 6.356317622 | 6.36082472 | 6.359718723 | 6.356437047 | | Min-MSE | Blackman | Hanning–Poisson | Blackman | Blackman | Blackman | Blackman | Blackman | Blackman |
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