A Bayesian Analysis of Spectral ARMA Model

Table 4

Estimation classic MA parameters (standard deviation).

𝑁=256;𝑀=20	Parameter MA
Method	0.0226	0.8175	0.0595	0.0764
MEYW	−0.0244	0.8848	−0.0020	0.1291
	(0.2514)	(0.2227)	(0.2106)	(0.2222)
LSYW	−0.0649	0.8739	−0.0137	0.0982
	(0.1701)	(0.2205)	(0.2112)	(0.2342)
LSYWS	−0.0681	0.8879	−0.0224	0.1070
	(0.1914)	(0.2236)	(0.2262)	(0.2403)
MLE	0.0241	0.8014	0.0653	0.0760
	(0.0594)	(0.0785)	(0.0721)	(0.1186)