UCL - Special topics in mathematical statistics

[STAT3130]

[15h] 3 credits

This course is taught in the 2d semester.

Teacher(s): Ingrid Van Keilegom, Rainer von Sachs

Language: English

Aims
Main themes
Content and teaching methods
Other information (prerequisite, evaluation (assessment methods), course materials recommended readings, ...)

Aims

The objectives of the course are to provide each year a comprehensive exposition of a topic in mathematical statistics that is of special interest for current research in this field.

Main themes

The course covers a specific topic of mathematical statistics that may include, e.g., advanced time series meth-ods (spectral analysis, inference for locally stationary processes, ), ill-posed inverse problems, advances in functional data analysis,

Content and teaching methods

Contents
The contents depend on the special topic selected each year. That topic will be communicated during the first semester to the student secretary.

Methods
Lectures
Take-home readings
Oral presentations by students

Other information (prerequisite, evaluation (assessment methods), course materials recommended readings, ...)

Pré-requis:
Analyse statistique (STAT2030) and ideally a course on nonparametric curve estimation (e.g. STAT2150, STAT3120, )

Evaluation:
Oral presentations during the semester, and oral or written exam covering the lectures.

Support:
Transparencies and supplementary literature.