The story
Named after the mathematician and statistician Peter Whittle, who introduced it in his PhD thesis in 1951.
Etymology from Wiktionary, CC BY-SA 4.0.
Today it means: An approximation to the likelihood function of a stationary Gaussian time series. Full definition →
Named after the mathematician and statistician Peter Whittle, who introduced it in his PhD thesis in 1951.
Etymology from Wiktionary, CC BY-SA 4.0.