| Course: | STAT 33820=FINM 33420 |
| Title: | Statistical Inference for Risk Management |
| Instructor(s): | Jostein Paulsen |
| Class Schedule: | Sec 01: Th 6:00 PM-9:00 PM in MS 112 |
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| Description: | Statistical estimation, the maximum likelihood method and nonparametric methods. Asymptotic properties of estimators. Goodness of fit tests and model selection. Extreme value theory. Elective. Course meets second half of quarter. |