|
|
Root number
|
490201 |
|
Semester
|
HS2024 |
|
Type of course
|
Lecture |
|
Allocation to subject
|
Statistics |
|
Type of exam
|
Oral exam |
| Title |
Asymptotic and Large Deviations Methods |
| Description |
The lecture presents fundamental results concerning asymptotic expansions and large deviations including the Edgeworth and tilted Edgeworth expansions for the mean, the Lemma of Watson Lemma, the saddlepoint expansion of integrals, the Cramer, the Gaertner-Ellis and the Sanov theorems, Pade and other approximations. Applications to distributions of M-estimators and of estimators of autoregressive time series, to a posteriori expectations and to distributions of first passage times of stochastic processes are presented. |
|
ILIAS-Link (Learning resource for course)
|
Registrations are transmitted from CTS to ILIAS (no admission in ILIAS possible).
ILIAS
|
|
Link to another web site
|
|
| Lecturers |
Prof. Dr.
Riccardo Gatto, Institute of Mathematical Statistics and Actuarial Science ✉
|
|
ECTS
|
3 |
|
Recognition as optional course possible
|
Yes |
|
Grading
|
1 to 6 |
| |
| Dates |
Friday 13:15-15:00 Weekly
|
| |
| Rooms |
Hörraum B078, Exakte Wissenschaften, ExWi
|
| |
| Students please consult the detailed view for complete information on dates, rooms and planned podcasts. |
User:
Öffentlicher Bereich
Support