Schedule

Introductory lecture and course start: Monday January 18, 2021, at 10:15-12:00, zoom link https://lu-se.zoom.us/j/61785511789
There will be two two-hour lectures per week. The weekdays and times will be decided/set on the introductory lecture.
All lectures and exercise sessions will be online teaching, live streaming.

Course book

The main course literature is Van der Vaart's book (recommended buying), complemented with research papers. The other books are complementary reading. All three books are excellent reference literature.

Van der Vaart (1998), "Asymptotic Statistics", Cambridge University Press. (main source).
Van der Vaart and Wellner (1996), "Weak convergence and empirical processes", Springer.
Billingsley (1968), "Convergence of Probability Measures", Wiley.

We have electronic access to Van der Vaart's book and Billingsley's,

Credits

7.5 hp, 7.5 ECTS

Lecturer

Dragi Anevski, +46 (0)46 222 9611, dragi@maths.lth.se

Examination

The examination consist of a presentation of a published research paper or of chapters in research monograph such as Billingley's or Van der Vaart and Wellner's books, at the end of the course.

A list (preliminary) of papers/chapters to choose from can be found here.

Course content

The goal of the course is to provide a set of tools and results used in modern inference theory. Many of the key concepts are applied to modern survival analysis, density and regression function estimation, spectral density estimation, and thus the course can also be seen as an introduction to these areas. We will also cover some nonstandard topics, such as empirical process theory for stationary data, and estimation of the spectral measure of stationary processes. An overview of the curse content can be found here