Autumn 2018 STAT 33820=FINM 33420

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
Office Hours:
Course Homepage:
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.