Best Lag Window for Spectrum Estimation of Law Order MA Process
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...
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| Format: | Article |
| Language: | English |
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Wiley
2020-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2020/9352453 |
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| author | Ali Sami Rashid Mohammed Jabber Hawas Allami Ahmed Kareem Mutasher |
| author_facet | Ali Sami Rashid Mohammed Jabber Hawas Allami Ahmed Kareem Mutasher |
| author_sort | Ali Sami Rashid |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-c8a05db0c98b4192956812ccdab543b4 |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2020-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-c8a05db0c98b4192956812ccdab543b42025-02-03T01:04:14ZengWileyAbstract and Applied Analysis1085-33751687-04092020-01-01202010.1155/2020/93524539352453Best Lag Window for Spectrum Estimation of Law Order MA ProcessAli Sami Rashid0Mohammed Jabber Hawas Allami1Ahmed Kareem Mutasher2Department of Mathematics, College of Education, Misan University, Amarah, IraqDepartment of Mathematics, College of Education, Misan University, Amarah, IraqDepartment of Mathematics, College of Education, Misan University, Amarah, IraqIn 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.http://dx.doi.org/10.1155/2020/9352453 |
| spellingShingle | Ali Sami Rashid Mohammed Jabber Hawas Allami Ahmed Kareem Mutasher Best Lag Window for Spectrum Estimation of Law Order MA Process Abstract and Applied Analysis |
| title | Best Lag Window for Spectrum Estimation of Law Order MA Process |
| title_full | Best Lag Window for Spectrum Estimation of Law Order MA Process |
| title_fullStr | Best Lag Window for Spectrum Estimation of Law Order MA Process |
| title_full_unstemmed | Best Lag Window for Spectrum Estimation of Law Order MA Process |
| title_short | Best Lag Window for Spectrum Estimation of Law Order MA Process |
| title_sort | best lag window for spectrum estimation of law order ma process |
| url | http://dx.doi.org/10.1155/2020/9352453 |
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