MathMods :: Joint MSc

Statistical inference in the regression setting

In Sem 3 UNS Finance (OLD)

Additional Info

  • ECTS credits: 6
  • University: University of Nice - Sophia Antipolis
  • Semester: 3
  • Lecturer 1: Yannick BARAUD
  • Topics:

     

     - Introduction to statistical model
    - Confident interval, confident set
    - Hypothesis testing
    - Build confident set (Slutsky's lemma, stabilizing variance methods)
    - Build test (power of the test), estimator (maximum likelihood)
    - Distribution function, quartile function
Read 3411 times Last modified on Saturday, 14 May 2016 14:32
More in this category: « Numerical methods for PDE, application to mathematical finance Stochastic control for mathematical finance »
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