The course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications.
-This course gives a mostly rigourous treatment of some statistical methods outside the context of standard likelihood theory.
A first course in statistical time series analysis and applications.
In this course, students learn to design and master algorithms and core concepts related to inference and learning from data and the foundations of adaptation and learning theories with applications.
General graduate course on regression methods
We discuss a set of topics that are important for the understanding of modern data science but that are typically not taught in an introductory ML course. In particular we discuss fundamental ideas an
Building up on the basic concepts of sampling, filtering and Fourier transforms, we address stochastic modeling, spectral analysis, estimation and prediction, classification, and adaptive filtering, w
This course is an introduction to quantitative risk management that covers standard statistical methods, multivariate risk factor models, non-linear dependence structures (copula models), as well as p
Le cours présente les notions de base de la théorie des probabilités et de l'inférence statistique. L'accent est mis sur les concepts principaux ainsi que les méthodes les plus utilisées.
In the decades from 1930 to 1950, many rank-based statistics were introduced. These methods were received with much interest, because they worked under weak conditions. Starting in the late 1950, a th
