Best Lag Window for Spectrum Estimation of Law Order MA Process

Table 12

MSE values of MA(2) spectrum estimation with size (n = 1000).

Windows	Different 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
Rectangular	6.321565024	6.321565024	6.360138264	6.316064139	6.327068304	6.361978011	6.332573978	6.317034709
Triangular	6.317820977	6.317924846	6.330318905	6.315974265	6.319357377	6.331935269	6.322220406	6.31635336
Hanning	6.324327739	6.324326234	6.382575142	6.316078585	6.332692347	6.385185403	6.340355037	6.317535755
Hamming	6.319024374	6.319025792	6.339567906	6.316050848	6.321898419	6.340702612	6.325423809	6.316573783
Blackman	6.314648712	6.314272258	6.301303387	6.31602455	6.312563425	6.303054634	6.311731336	6.315768701
Blackman–Harris	6.323590394	6.323528609	6.376110223	6.316074223	6.331115503	6.378782602	6.33805233	6.317400392
Flat top	6.322829702	6.32274256	6.369677188	6.316070147	6.329499258	6.372115746	6.335781648	6.31726237
Exponential	6.324558834	6.324377777	6.38375854	6.316109209	6.333391536	6.385552536	6.340534867	6.317564817
Gaussian	6.318372808	6.318392146	6.334241625	6.316038988	6.320469553	6.335580791	6.323583399	6.316457184
Welch(Riesz)	6.317801343	6.318001235	6.330356383	6.316012613	6.319149002	6.33221923	6.322532917	6.316363813
Cosine	6.321565024	6.321565024	6.360138264	6.316064139	6.327068304	6.361978011	6.332573978	6.317034709
Parzen	6.32641214	6.325521793	6.39535827	6.316237555	6.337953601	6.395432172	6.344184482	6.317829935
Bohman	6.31773952	6.317754417	6.329118219	6.316029039	6.319103227	6.330499792	6.321678537	6.316343762
Poisson	6.318063244	6.31811306	6.332348143	6.315931055	6.319983864	6.33388695	6.322647099	6.316386733
Hanning–Poisson	6.317481915	6.317495665	6.32750183	6.315928748	6.318794459	6.328913444	6.320862533	6.316280627
Cauchy	6.320877617	6.320906541	6.354635902	6.316056093	6.325630084	6.356453375	6.330722247	6.316911431
Bartlett–Hanning	6.323551102	6.323559592	6.376281513	6.316072595	6.331091791	6.378745441	6.338191821	6.317395507
Min-MSE	Blackman	Blackman	Blackman	Hanning–Poisson	Blackman	Blackman	Blackman	Blackman