| Lecture | Time Place | Content | Material |
|---|---|---|---|
| 1 | Mon 16/3, 13-15, MH227 | Overview of the course content. Introduction to inference theory. Weak convergence on metric spaces. | Ch (1), 18.1. Complementary reading on Measure theory and Topology |
| 2 | Thu 19/3, 13-15, MH227 | Weak convergence on metric spaces. | Ch 18.2-18.3. |
| 3 | Mon 23/3, 13-15, MH227 | Empirical process theory for independent data. | Ch 19.1-19.2. |
| 4 | Thu 26/3, 10-12, MH329 | Empirical process theory for independent data. | Ch 19.2, parts of Ch 19.3-19.4. |
| 5 | Functional differentiation for statistical functionals. | Ch 20.1-20.2 | |
| 6 | Functional differentiation for statistical functionals. Applications to survival/duration analysis problems. Quantile estimation. | Ch 20.3, 21.1-21.2, 21.4. | |
| 7 | Quantile estimation. The bootstrap. | Ch 21, 23 | |
| 8 | The bootstrap; empirical process results and Hamard differentiability. | Ch 23 | |
| 9 | Thu 30/4, 13-15, MH227 | Density estimation; estimation under smoothness assumptions. Optimal rates and limit distributions. | Ch 24.1-24.3. |
| 10 | Mon 4/5, 13-15, MH227 | Density estimation; estimation under order restrictions. Optimal rates and limit distributions. | Ch 24.4. Complementary reading in (to be uploaded) |
| 11 | Thu 7/5, 13-15, MH227 | The partial sum process. Applications to nonparametric regression (kernel smoothers). | Van der Vaart and Wellner Ch xx. Handout material on Partial sum processes and regression. (to be uploaded) |
| 12 | Mon 11/5, 13-15 | The partial sum process. Applications to nonparametric regression (kernel smoothers). | Van der Vaart and Wellner Ch xx. Handout material on Partial sum processes and regression. (to be uploaded) |
| 13 | Thu 14/5, 13-15 | Weak and long range dependence. Nonparametric inference for stationary processes. | Papers by Taqqu, Taqqu and Dehling. Handout material on Partial sum processes and regression. (to be uploaded) |
| 14 | Mon 18/5, 13-15 | Weak and long range dependence. Regression and kernel density estimation. | Papers by Mielnichuk, and by Csorgo and Mielnichuk. Handout material on Partial sum processes and regression. (to be uploaded) |
| 15 | Thu 21/5, 13-15 | The spectral measure and empirical spectral process for stationary processes. Spectral analysis. | Papers by Dahlhaus, and Dahlhaus and Polonik. |
| 16 | Mon 25/5, 13-15 | Spectral analysis. The periodogram; estimation of a smooth spectral density; estimation of a monotone spectral density. | Papers by Dahlhaus, and by Anevski and Soulier. |
| 17 | Thu 28/5, 13-15 | Parametric inference, M and Z-estimators. Asymptotic results for independent data | Ch 5.1-5.3 |
| 18 | tba | M and Z-estimators. The ML estimator. Inference for dependent data | Ch 5.4. Handout material on M and Z-estimation for dependent data.(to be uploaded) |