welcome to the course!

I look forward to teaching stk 4090 / stk 9090, which is a new course, on statistical large-sample theory. Teaching takes place Mondays 12-15, usually with 2 hours lecture + 1 hour exercises, but that'll be somewhat flexibly interpreted. The *main part of the course* will use T.S. Ferguson's "A Course in Large Sample Theory" (from 1996, but there's a reprint edition, also qua ebook, from 2017). The *second (and somewhat smaller) part of the course* will be on empirical processes and their uses, Brownian motion, Donsker's theorem, a bit of martingales, etc. There will also be a collection of "Nils Exercises & Lecture Notes".

Nils Lid Hjort

Published Nov. 26, 2019 3:22 AM - Last modified Nov. 26, 2019 3:22 AM