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).
| Windows | Different values of parameter | | | | | | | | |
| Rectangular | 6.317333361 | 6.316064139 | 6.319364383 | 6.332573978 | 6.345797365 | 6.349105366 | 6.347832956 | 6.345797365 | Triangular | 6.316377185 | 6.315952991 | 6.317159619 | 6.321833153 | 6.326693206 | 6.326801285 | 6.326774568 | 6.325874867 | Hanning | 6.317998059 | 6.316081423 | 6.32096733 | 6.340993146 | 6.360522531 | 6.365614361 | 6.363381808 | 6.361253929 | Hamming | 6.3167219 | 6.316048238 | 6.317890033 | 6.324838119 | 6.332280487 | 6.333954984 | 6.333562764 | 6.331611969 | Blackman | 6.315612827 | 6.316016966 | 6.31507097 | 6.311104415 | 6.307897643 | 6.306975267 | 6.306457259 | 6.30597069 | Blackman–Harris | 6.317810644 | 6.316076264 | 6.32049217 | 6.338673171 | 6.356415512 | 6.36107786 | 6.358807307 | 6.356916986 | Flat top | 6.31761655 | 6.31607157 | 6.320014315 | 6.336284248 | 6.352314562 | 6.35658088 | 6.354268933 | 6.352515183 | Exponential | 6.318063049 | 6.316124968 | 6.321060167 | 6.340735216 | 6.360493164 | 6.367239265 | 6.364810109 | 6.361301206 | Gaussian | 6.316557743 | 6.316032352 | 6.317501811 | 6.323066838 | 6.329037777 | 6.329918169 | 6.329657358 | 6.328171358 | Welch(Riesz) | 6.316420872 | 6.315995647 | 6.31722662 | 6.322204748 | 6.32712537 | 6.3263227 | 6.326546164 | 6.326204822 | Cosine | 6.317333361 | 6.316064139 | 6.319364383 | 6.332573978 | 6.345797365 | 6.349105366 | 6.347832956 | 6.345797365 | Parzen | 6.318577978 | 6.316312267 | 6.321970931 | 6.342973131 | 6.365195001 | 6.378587971 | 6.3755627 | 6.367369776 | Bohman | 6.316393708 | 6.316018758 | 6.317117179 | 6.321211233 | 6.32579264 | 6.326101485 | 6.325881926 | 6.324644039 | Poisson | 6.316384516 | 6.315902859 | 6.317233642 | 6.322333304 | 6.327747006 | 6.328624662 | 6.328294354 | 6.327060016 | Hanning–Poisson | 6.316239399 | 6.31590009 | 6.316876052 | 6.320464524 | 6.324529924 | 6.32515849 | 6.324897286 | 6.323651196 | Cauchy | 6.317167665 | 6.316053652 | 6.318972459 | 6.330640244 | 6.342321031 | 6.344935342 | 6.343939081 | 6.342161726 | Bartlett–Hanning | 6.317810152 | 6.316073852 | 6.320517205 | 6.338685687 | 6.356453679 | 6.360945471 | 6.358981262 | 6.356983283 | Min-MSE | Blackman | Hanning–Poisson | Blackman | Blackman | Blackman | Blackman | Blackman | Blackman |
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