Water nanoparticles play an important role in atmospheric processes, yet their equilibrium and nonequilibrium liquid-ice phase transitions and the structures they form on freezing are not yet fully elucidated. Here we use molecular dynamics simulations with the mW water model to investigate the nonequilibriurn freezing and equilibrium melting of water nanoparticles with radii R between 1 and 4.7 nm and the structure of the ice formed by crystallization at temperatures between 150 and 200 K. The ice crystallized in the particles is a hybrid form of ice I with stacked layers of the cubic and hexagonal ice polymorphs in a ratio approximately 2:1. The ratio of cubic ice to hexagonal ice is insensitive to the radius of the water particle and is comparable to that found in simulations of bulk water around the same temperature. Heating frozen particles that contain multiple crystallites leads to Ostwald ripening and annealing of the ice structures, accompanied by an increase in the amount of ice at the expense of the liquid water, before the particles finally melt from the hybrid ice I to liquid, without a transition to hexagonal ice. The melting temperatures T-m of the nanoparticles are not affected by the ratio of cubic to hexagonal layers in the crystal. T-m of the ice particles decreases from 255 to 170 K with the particle size and is well described by the Gibbs-Thomson equation, T-m(R) = T-m(bulk) - K-GT/(R - d), with constant K-GT = 82 +/- 5 K.nm and a premelted liquid of width d = 0.26 +/- 0.05 nm, about one monolayer. The freezing temperatures also decrease with the particles' radii. These results are important for understanding the composition, freezing, and melting properties of ice and liquid water particles under atmospheric conditions.