2020 Best Lag Window for Spectrum Estimation of Law Order MA Process
Ali Sami Rashid, Mohammed Jabber Hawas Allami, Ahmed Kareem Mutasher
Abstr. Appl. Anal. 2020: 1-10 (2020). DOI: 10.1155/2020/9352453


In this article, we investigate spectrum estimation of law order moving average (MA) process. The main tool is the lag window which is one of the important components of the consistent form to estimate spectral density function (SDF). We show, based on a computer simulation, that the Blackman window is the best lag window to estimate the SDF of MA 1 and MA 2 at the most values of parameters β i and series sizes n , except for a special case when β = 1 and n 40 in MA 1 . In addition, the Hanning–Poisson window appears as the best to estimate the SDF of MA 2 when β 1 = β 2 = 0.5 and n 40 .


Download Citation

Ali Sami Rashid. Mohammed Jabber Hawas Allami. Ahmed Kareem Mutasher. "Best Lag Window for Spectrum Estimation of Law Order MA Process." Abstr. Appl. Anal. 2020 1 - 10, 2020. https://doi.org/10.1155/2020/9352453


Received: 9 August 2019; Accepted: 6 February 2020; Published: 2020
First available in Project Euclid: 27 May 2020

zbMATH: 07245173
MathSciNet: MR4080285
Digital Object Identifier: 10.1155/2020/9352453

Rights: Copyright © 2020 Hindawi


This article is only available to subscribers.
It is not available for individual sale.

Vol.2020 • 2020
Back to Top