Research Article
Best Lag Window for Spectrum Estimation of Law Order MA Process
Table 8
MSE values of MA(1) spectrum estimation with size (n = 10000).
| | Windows | Different values of parameter | | | | | | | | |
| | Rectangular | 6.317333361 | 6.316064139 | 6.319364383 | 6.332573978 | 6.345797365 | 6.349105366 | 6.347832956 | 6.345797365 | | Triangular | 6.316479573 | 6.31605864 | 6.317209379 | 6.321468334 | 6.325557514 | 6.326554021 | 6.325547978 | 6.325765604 | | Hanning | 6.317973878 | 6.316064925 | 6.321014701 | 6.341128648 | 6.361206169 | 6.365776987 | 6.363952022 | 6.360915895 | | Hamming | 6.316744145 | 6.316063416 | 6.31784647 | 6.324713492 | 6.331653522 | 6.333806476 | 6.333038184 | 6.331920613 | | Blackman | 6.315702546 | 6.316062088 | 6.315077573 | 6.310816877 | 6.305092725 | 6.305663759 | 6.305800605 | 6.308807089 | | Blackman–Harris | 6.317798694 | 6.316064702 | 6.320549488 | 6.338791963 | 6.356691063 | 6.360995072 | 6.359337896 | 6.357012486 | | Flat top | 6.317620052 | 6.316064479 | 6.320083994 | 6.336445166 | 6.352033339 | 6.356039601 | 6.354631114 | 6.35296128 | | Exponential | 6.318011853 | 6.316067131 | 6.321018293 | 6.341142875 | 6.361633925 | 6.367540154 | 6.366462249 | 6.361999646 | | Gaussian | 6.316593257 | 6.316062641 | 6.317479185 | 6.322877081 | 6.328090783 | 6.329596079 | 6.328766781 | 6.32845892 | | Welch(Riesz) | 6.316481157 | 6.31606079 | 6.317261818 | 6.321657877 | 6.325736418 | 6.326149294 | 6.324618196 | 6.32548475 | | Cosine | 6.317333361 | 6.316064139 | 6.319364383 | 6.332573978 | 6.345797365 | 6.349105366 | 6.347832956 | 6.345797365 | | Parzen | 6.318413973 | 6.316076684 | 6.321580321 | 6.34373885 | 6.368067039 | 6.381168828 | 6.381470473 | 6.371855429 | | Bohman | 6.316438799 | 6.316061985 | 6.31710822 | 6.321099464 | 6.32463446 | 6.32540767 | 6.324748977 | 6.32506562 | | Poisson | 6.31653195 | 6.316056095 | 6.317320073 | 6.322133862 | 6.326857319 | 6.328248328 | 6.327603009 | 6.32730352 | | Hanning–Poisson | 6.316391338 | 6.31605599 | 6.316955154 | 6.320308685 | 6.323512583 | 6.32461211 | 6.324213674 | 6.324156156 | | Cauchy | 6.317177571 | 6.316063631 | 6.31897445 | 6.33054192 | 6.342080247 | 6.344927928 | 6.343628113 | 6.342071815 | | Bartlett–Hanning | 6.317794749 | 6.316064567 | 6.320558417 | 6.338764354 | 6.356901826 | 6.361046061 | 6.359323892 | 6.356678845 | | Min-MSE | Blackman | Hanning–Poisson | Blackman | Blackman | Blackman | Blackman | Blackman | Blackman |
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