In statistics, Whittle likelihood is an approximation to the likelihood function of a stationary Gaussian time series. It is named after the mathematician...

The likelihood function (often simply called the likelihood) is the joint probability mass (or probability density) of observed data viewed as a function...

In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of an assumed probability distribution, given some observed...

In statistics, the likelihood-ratio test assesses the goodness of fit of two competing statistical models, specifically one found by maximization over...

in time-series analysis, testing for the presence of autocorrelation Likelihood-ratio tests in general statistical modelling, for testing whether there...

null = − 2 ln ⁡ likelihood of null model likelihood of the saturated model D fitted = − 2 ln ⁡ likelihood of fitted model likelihood of the saturated...

then θ{\displaystyle \theta } can be estimated by maximum likelihood. The maximum-likelihood estimates lack a closed-form expression and must be found...

software programs (often reliability oriented) can conduct a maximum likelihood estimation for summary statistics, confidence intervals, etc. One of the...

interpreted as a maximum likelihood method in the context of a (coloured) Gaussian noise model and the associated Whittle likelihood. If the transmitted signal...

The most common case is maximum likelihood estimation, where the maximum likelihood estimate (MLE) maximizes likelihood (minimizes expected surprisal)...