Universität Wien

040593 UK Asymptotic Statistics (MA) (2025W)

8.00 ECTS (4.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work
Moodle

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 30 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Monday 06.10. 13:15 - 14:45 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 07.10. 16:45 - 18:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 13.10. 13:15 - 14:45 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 14.10. 16:45 - 18:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 20.10. 13:15 - 14:45 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 21.10. 16:45 - 18:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 27.10. 13:15 - 14:45 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 28.10. 16:45 - 18:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 03.11. 13:15 - 14:45 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 04.11. 16:45 - 18:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 10.11. 13:15 - 14:45 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 11.11. 16:45 - 18:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 17.11. 13:15 - 14:45 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 18.11. 16:45 - 18:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 24.11. 13:15 - 14:45 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 25.11. 16:45 - 18:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 01.12. 13:15 - 14:45 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 02.12. 16:45 - 18:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 09.12. 16:45 - 18:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 12.01. 13:15 - 14:45 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 13.01. 16:45 - 18:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 19.01. 13:15 - 14:45 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 20.01. 16:45 - 18:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 26.01. 13:15 - 14:45 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 27.01. 16:45 - 18:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

Aims:
Get acquainted with concepts of asymptotic statistics.

Contents:
1. Basic convergence concepts
2. Moment estimators
3. Consistency and asymptotic normality of M- and Z-estimators
4. Bootstrap

Methods:
Lectures with exercise sessions. Lecture notes and exercise sheets will be available online.

Assessment and permitted materials

There are two written exams on 11.11.2025 and 27.01.2026, and two exercise sheets.
Exercise sheets should be submitted on 10.11.2025 and 26.01.2026 and will be discussed in the exercise session on the same day.
Each student should present at least one problem to get the points.

The use of AI tools (e.g. ChatGPT) for the production of texts is only permitted if they are expressly requested by the course leader (e.g. for individual work tasks).

Minimum requirements and assessment criteria

45 points for the mid-term exam
45 points for the final exam
5 points per exercise sheet
The grade results according to the scheme: 4 from 50 points, 3 from 63 points, 2 from 75 points, 1 from 87 points.

Examination topics

All topics covered in the lecture.

Reading list

van der Vaart. (1998) Asymptotic statistics

Association in the course directory

Last modified: We 13.08.2025 11:05