In statistics, Whittle likelihood is an approximation to the likelihood function of a stationary Gaussian time series. It is named after the mathematician and statistician Peter Whittle, who introduced it in his PhD thesis in 1951.
In statistics, Whittle likelihood is an approximation to the likelihood function of a stationary Gaussian time series. It is named after the mathematician and statistician Peter Whittle, who introduced it in his PhD thesis in 1951.
Source: Wikipedia "Whittle likelihood" · CC BY-SA 4.0
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