Research Article

Best Lag Window for Spectrum Estimation of Law Order MA Process

Table 6

MSE values of MA(1) spectrum estimation with size (n = 500).

WindowsDifferent values of parameter

Rectangular6.3173333616.3160641396.3193643836.3325739786.3457973656.3491053666.3478329566.345797365
Triangular6.3163771856.3159529916.3171596196.3218331536.3266932066.3268012856.3267745686.325874867
Hanning6.3179980596.3160814236.320967336.3409931466.3605225316.3656143616.3633818086.361253929
Hamming6.31672196.3160482386.3178900336.3248381196.3322804876.3339549846.3335627646.331611969
Blackman6.3156128276.3160169666.315070976.3111044156.3078976436.3069752676.3064572596.30597069
Blackman–Harris6.3178106446.3160762646.320492176.3386731716.3564155126.361077866.3588073076.356916986
Flat top6.317616556.316071576.3200143156.3362842486.3523145626.356580886.3542689336.352515183
Exponential6.3180630496.3161249686.3210601676.3407352166.3604931646.3672392656.3648101096.361301206
Gaussian6.3165577436.3160323526.3175018116.3230668386.3290377776.3299181696.3296573586.328171358
Welch(Riesz)6.3164208726.3159956476.317226626.3222047486.327125376.32632276.3265461646.326204822
Cosine6.3173333616.3160641396.3193643836.3325739786.3457973656.3491053666.3478329566.345797365
Parzen6.3185779786.3163122676.3219709316.3429731316.3651950016.3785879716.37556276.367369776
Bohman6.3163937086.3160187586.3171171796.3212112336.325792646.3261014856.3258819266.324644039
Poisson6.3163845166.3159028596.3172336426.3223333046.3277470066.3286246626.3282943546.327060016
Hanning–Poisson6.3162393996.315900096.3168760526.3204645246.3245299246.325158496.3248972866.323651196
Cauchy6.3171676656.3160536526.3189724596.3306402446.3423210316.3449353426.3439390816.342161726
Bartlett–Hanning6.3178101526.3160738526.3205172056.3386856876.3564536796.3609454716.3589812626.356983283
Min-MSEBlackmanHanning–PoissonBlackmanBlackmanBlackmanBlackmanBlackmanBlackman