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The exponential model for the spectrum of a time series is based on the Fourier series expansion of the logarithm of the spectral density. The coefficients of the expansion are the cepstral coefficients and their collection is the cepstrum of the time series. Approximate likelihood inference based on the periodogram leads to a generalised linear model for asymptotically independent exponential data with logarithmic link. The paper introduces the class of generalised linear cepstral models withdoi:10.5705/ss.202017.0322 fatcat:vflicagwjjdsrjkab4v7q2umzq