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MATH 786 Course Syllabus
NJIT HONOR CODE: All Students should be aware that the Department of Mathematical Sciences takes the NJIT Honor Code very seriously and enforces it strictly. This means that there must not be any forms of plagiarism, i.e., copying of homework, class projects, or lab assignments, or any form of cheating in quizzes and exams. Under the Honor Code, students are obligated to report any such activities to the Instructor.
Math 786: Large Sample Theory and Inference
Instructor: (for specific course-related information, follow the link below)
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This course is not offered this semester. |
Prerequisites: Math 762 and Math 668.
Number of Credits: 3
Course Description: Limit theorems, central limit theorem, asymptotic expansions and large deviations, limit theorems in martingales and semi-martingales and stochastic differential equations, asymptotic expansions of functions of statistics, linear parametric estimation, asymptotic efficiency, martingale approach to inference: test for homogeneity and goodness of fit, decomposable statistics, inference for counting processes and censored data, inference in nonlinear regression, existence and consistency of least squares estimator (LSE), asymptotic properties of LSE, Von Mises functionals, estimation of parameters of stable laws, empirical characteristics function for inference, generalized least squares for linear models.
Attendance: Students must attend all classes and recitations. Absences from class will inhibit your ability to fully participate in class discussions and problem solving sessions and, therefore, affect your grade. Tardiness to class is very disruptive to the instructor and students and will not be tolerated.
Makeup Exam Policy: There will be no makeup exams, except in rare situations where the student has a legitimate reason for missing an exam, including illness, death in the family, accident, requirement to appear in court, etc. The student MUST notify the Math Office and the Instructor that he/she will miss an exam. In all cases, the student MUST present proof for missing the exam, e.g., a doctor's note, police report, court notice, etc., clearly stating the date AND times.
Cellular phones: All cellular phones and beepers must be switched off during all class times.