Whittle likelihood

E695659

The Whittle likelihood is an approximate likelihood function used in time series analysis that simplifies inference for stationary stochastic processes by working in the frequency domain.

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Statements (47)

Predicate Object
instanceOf approximate likelihood
likelihood function
statistical method
time series analysis method
advantage computational efficiency for long time series
diagonalization of covariance structure in frequency domain
appliesTo stationary stochastic processes
stationary time series
approximates Gaussian likelihood for time series
approximationType frequency domain approximation to exact likelihood
assumes asymptotic independence of Fourier frequencies
large sample size
second-order stationarity
basedOn periodogram
spectral density
domain probability theory
signal processing
statistics
implementedIn MATLAB time series toolboxes NERFINISHED
Python time series libraries
R time series packages
introducedBy Peter Whittle NERFINISHED
introducedIn 1950s
minimizedAs Whittle contrast function
namedAfter Peter Whittle NERFINISHED
relatedConcept Fourier transform NERFINISHED
Toeplitz covariance matrices NERFINISHED
exact Gaussian likelihood
spectral factorization
relatedTo Gaussian time series models
periodogram likelihood
requires discrete Fourier transform of the data
estimation of spectral density
simplifies likelihood computation for long time series
usedFor approximate Bayesian computation in spectral domain
approximate maximum likelihood estimation
fitting ARMA models
fitting fractional ARIMA models
fitting long-memory models
fitting state-space spectral models
inference for stationary stochastic processes
parameter estimation in time series models
usedIn Bayesian time series analysis
frequency domain analysis
spectral analysis
time series analysis
worksIn frequency domain

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Peter Whittle knownFor Whittle likelihood