Syllabus
Survey of needed probability limit theorems (central limit theorems, laws of large numbers ), tests on means, variances and further statistical characteristics based on limit theorems both for independent as well as dependent observations, asymptotic powers of tests. Local alternatives, some goodness-of-fit tets with nuisance parameters, some sequential tests and sequential estimators eventually other procedures
Annotation
The course concerns statistical inference (tests and estimators) based on limit theorems (central limit theorems, laws of large numbers).