Math Ma MSTAT
| Mathematical Statistics | |
|---|---|
| When | Winter term 2019/2020 |
| Module | Math Ma MSTAT |
| Target audience | Master's students in Mathematics, Technomathematics, Mathematics in Business and Economics |
| Format | 3+1+0 |
| Lecture |
Tue. 6. DS (16:40-18:10) WIL C204 |
Main topics:
- weak convergence of probability measures in metric spaces
- convergence criteria in special function spaces
- functional limit theorems and their application in statistics
- the argmax theorems and convex stochastic processes
At the end of the course the student will be able to derive functional limit theorems for empirical processes, to state basic principles of empirical process theory and its application in statistics, to demonstrate a systematic understanding of irregular statistical experiments and to use martingale methods in statistics.