Whittle likelihood

noun

An approximation to the likelihood function of a stationary Gaussian time series.

Meanings

nounWhittle likelihood (plural Whittle likelihoods)

plural Whittle likelihoods

Origin

Named after the mathematician and statistician Peter Whittle, who introduced it in his PhD thesis in 1951.

Full word history & related roots →
Cite this entry
APA

Whittle likelihood. (n.d.). In WatkinsX Dictionary. Retrieved November 4, 2026, from https://dictionary.watkinsx.com/word/Whittle%20likelihood

MLA

“Whittle likelihood.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/Whittle%20likelihood. Accessed November 4, 2026.

Chicago

WatkinsX Dictionary, s.v. “Whittle likelihood,” accessed November 4, 2026, https://dictionary.watkinsx.com/word/Whittle%20likelihood.

Source: Whittle likelihood on Wiktionary, CC BY-SA 4.0.