MAE5835 - 2019 - first semester
Advanced Statistics II -

Professor:
Alexandre G. Patriota

Teaching assistant:
To be defined (Aquarium room, Building B)

Dates: To be defined


Goal: To complement the basic notions of statistical theory acquired in advanced statistics I by introducing and discussing special topics of asymptotic theory.



Summary: 1. Order of magnitude ("big O" and "little o" notation) 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. Cramér-Wold's Theorem. Hajek-Sidak' s Theorem and applications to regression models. Delta method and variance stabilizing transformations. 4. Asymptotic expansions. 5. Applications.



Notes for advanced statistics II (in Portuguese) : Notas de aula (working in progress.)



Exercises:
Lista 1 (due to 09/04)
Lista 2 (due to 03/05)
Lista 3 (due to 4/06)
Lista 4 (due to 18/06)




Seminars:
To be defined



Written exams:
First exam: XX/05
Second exam: XX/07

Program of the course (in Portuguese):
Ementa do Curso MAE5835