Best Lag Window for Spectrum Estimation of Law Order MA Process
Joint Authors
Rashid, Ali Sami
Hawas Allami, Mohammed Jabber
Mutasher, Ahmed Kareem
Source
Issue
Vol. 2020, Issue 2020 (31 Dec. 2020), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2020-03-17
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
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 MA1 and MA2 at the most values of parameters βi and series sizes n, except for a special case when β=−1 and n≥40 in MA1.
In addition, the Hanning–Poisson window appears as the best to estimate the SDF of MA2 when β1=β2=−0.5 and n≥40.
American Psychological Association (APA)
Rashid, Ali Sami& Hawas Allami, Mohammed Jabber& Mutasher, Ahmed Kareem. 2020. Best Lag Window for Spectrum Estimation of Law Order MA Process. Abstract and Applied Analysis،Vol. 2020, no. 2020, pp.1-10.
https://search.emarefa.net/detail/BIM-1119982
Modern Language Association (MLA)
Rashid, Ali Sami…[et al.]. Best Lag Window for Spectrum Estimation of Law Order MA Process. Abstract and Applied Analysis No. 2020 (2020), pp.1-10.
https://search.emarefa.net/detail/BIM-1119982
American Medical Association (AMA)
Rashid, Ali Sami& Hawas Allami, Mohammed Jabber& Mutasher, Ahmed Kareem. Best Lag Window for Spectrum Estimation of Law Order MA Process. Abstract and Applied Analysis. 2020. Vol. 2020, no. 2020, pp.1-10.
https://search.emarefa.net/detail/BIM-1119982
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1119982