Course Overview

The formal study of the asymptotic properties of estimators and test statistics is fundamental to understand and propose modern statistical methods.

Learning Achievement

To discuss formally asymptotic theory of statistical methods.

Competence

Course prerequisites

Grading Philosophy

Exams, Worksheets and Seminars

Course schedule

1. Order of magnitudes and Taylor series. 2. Weak and strong convergence laws of the estimators. Univariate and multivariate cases. Slutsky's Theorem. 3. Central limit Theorems _ Univariate, Multivariate and Martingales. Cram_r-Wold's Theorem. Hajek-Sidak' s Theorem and applications to regression models. Delta method and variance stabilizing transformations. 4. Asymptotic expansions. 5. Applications.

Course type

Online Course Requirement

Instructor

Antonio Carlos Pedroso de Lima, Alexandre Galv_o Patriota

Other information

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