Here we provide some introductory material to the Readers that feel that they lack the basic statistical knowledge necessary to fully understand the material covered in our book or that want a refresher.
In particular, we cover:
- Random sampling and sample summary statistics
- Click here to download a set of slides on the topic
- Click here to download a companion excel sheet that illustrates in practice the concepts discussed in the set of slides
- Modes of convergence and point estimation (weak and strong law of large numbers, the central limit theorem, convergence in probability, method of moments and maximum likelihood estimators)
- Click here to download a set of slides on the topic
- Click here to download a companion excel sheet that illustrates in practice the concepts discussed in the set of slides
- Hypothesis testing and confidence intervals
- Click here to download a set of slides on hypothesis testing
- Click here to download a set of slides on confidence intervals
- Click here to download a companion excel sheet that illustrates in practice the concepts discussed in the two sets of slides
Essentials of Time Series for Financial Applications 