Research Article
Best Lag Window for Spectrum Estimation of Law Order MA Process
Table 7
MSE values of MA(1) spectrum estimation with size (n = 1000).
| | Windows | Different values of parameter | | | | | | | | |
| | Rectangular | 6.317333361 | 6.316064139 | 6.319364383 | 6.332573978 | 6.345797365 | 6.349105366 | 6.347832956 | 6.345797365 | | Triangular | 6.316450439 | 6.316010799 | 6.317116444 | 6.320669904 | 6.326647222 | 6.327854445 | 6.326523968 | 6.326018604 | | Hanning | 6.317952234 | 6.316071633 | 6.320986333 | 6.341457537 | 6.360453565 | 6.364877187 | 6.364266231 | 6.360568627 | | Hamming | 6.316764056 | 6.316057244 | 6.317872553 | 6.324411712 | 6.332343093 | 6.334629512 | 6.332750509 | 6.332238824 | | Blackman | 6.315724711 | 6.316043998 | 6.314941086 | 6.309316698 | 6.307721597 | 6.307680769 | 6.307010748 | 6.307337395 | | Blackman–Harris | 6.317776777 | 6.316069431 | 6.320493511 | 6.338898231 | 6.356290763 | 6.360347095 | 6.359908255 | 6.356366975 | | Flat top | 6.317596093 | 6.316067342 | 6.320008079 | 6.33625915 | 6.352063455 | 6.35591282 | 6.355375232 | 6.352147618 | | Exponential | 6.318033755 | 6.316091775 | 6.321147607 | 6.342219386 | 6.360665727 | 6.366052121 | 6.364741973 | 6.36159135 | | Gaussian | 6.316604308 | 6.316050059 | 6.317449541 | 6.322230584 | 6.329024221 | 6.330798748 | 6.329079574 | 6.328691584 | | Welch(Riesz) | 6.316455978 | 6.316033153 | 6.317132955 | 6.320433157 | 6.32697944 | 6.327870934 | 6.326603021 | 6.325936882 | | Cosine | 6.317333361 | 6.316064139 | 6.319364383 | 6.332573978 | 6.345797365 | 6.349105366 | 6.347832956 | 6.345797365 | | Parzen | 6.318549726 | 6.316178874 | 6.322383809 | 6.347943676 | 6.366544801 | 6.376414843 | 6.37358532 | 6.370508696 | | Bohman | 6.316450929 | 6.316043932 | 6.317023713 | 6.32014857 | 6.325690506 | 6.327020438 | 6.325281865 | 6.325242589 | | Poisson | 6.316489926 | 6.315984895 | 6.317228693 | 6.321646101 | 6.327736255 | 6.329177908 | 6.327932997 | 6.327379837 | | Hanning–Poisson | 6.31635782 | 6.315983781 | 6.316859 | 6.319750927 | 6.324514567 | 6.325702868 | 6.324375171 | 6.324183754 | | Cauchy | 6.317174388 | 6.316059423 | 6.318959102 | 6.330351343 | 6.342309448 | 6.345216009 | 6.343919346 | 6.342150534 | | Bartlett–Hanning | 6.317775594 | 6.316068281 | 6.320526597 | 6.338945371 | 6.356382878 | 6.360441317 | 6.359704803 | 6.356411672 | | Min-MSE | Blackman | Hanning–Poisson | Blackman | Blackman | Blackman | Blackman | Blackman | Blackman |
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