Research Article

Best Lag Window for Spectrum Estimation of Law Order MA Process

Table 9

MSE values of MA(2) spectrum estimation with size (n = 10).

WindowsDifferent values of parameters
 = 1 = −1 = 0.5 = −0.5 = 0.5 = 0.5 = 1 = −1.5
 = −1 = 1 = 0.5 = −0.5 = −0.5 = 1 = −0.5 = 1

Rectangular6.3215650246.3215650246.3601382646.3160641396.3160641396.3619780116.3325739786.317034709
Triangular6.3120052036.3167073746.3416008026.3082653226.3082653226.3437996826.3199944396.313156769
Hanning6.3293319656.3239620036.3783873966.3219327716.3219327716.3795425566.3436101936.318259519
Hamming6.3144264166.3193606936.3433785796.3106694676.3106694676.3458471136.3224337536.31590812
Blackman6.295402396.3146732256.3264900256.2935265866.2935265866.3299933356.3024672236.309973629
Blackman–Harris6.3261581886.3233313336.3753305816.3191213446.3191213446.3766392176.3402213216.317448053
Flat top6.3234283746.3233398456.3706490796.3170070486.3170070486.3719812966.3368300456.31758825
Exponential6.3274260776.3244587416.3738503746.3204456096.3204456096.3757656926.3411010426.319028806
Gaussian6.312795876.3186820216.3415128756.3092630296.3092630296.3438764866.3205663766.315181164
Welch(Riesz)6.3139171916.3179347266.3418814236.3103673156.3103673156.3437735556.3213806596.314643892
Cosine6.3215650246.3215650246.3601382646.3160641396.3160641396.3619780116.3325739786.317034709
Parzen6.3234956376.3264945976.3627534476.3173618956.3173618956.367551496.3357110836.322006755
Bohman6.3108343586.317993286.339355976.3075469386.3075469386.3416150626.318413086.314405216
Poisson6.3112943176.315696286.3438239346.3071231836.3071231836.3461078796.3201930566.311748163
Hanning–Poisson6.3090348286.3149678266.340630266.305174676.305174676.3430689846.3175608016.311049725
Cauchy6.3200722576.3209097456.3565214066.3149537926.3149537926.3584090716.3303857236.316629309
Bartlett–Hanning6.3272907456.3232737156.3737091346.3203858956.3203858956.3749959836.3407293576.317872708
Min-MSEBlackmanBlackmanBlackmanBlackmanBlackmanBlackmanBlackmanBlackman