The School of Computing and Artificial Intelligence (NU SCAI) at Nazarbayev University invites you to the next SCAI Weekly Seminar, featuring Professor Kairat Mynbaev, who will present a talk entitled “Functional Central Limit Theorems and Their Applications.”
Modern econometrics and statistics rely heavily on asymptotic theory – the study of how estimators and test statistics behave as the sample size grows. A central tool in this area is the functional central limit theorem, which describes how suitably normalized running sums of random variables converge, as an entire path rather than only at a fixed point, to Brownian motion or a function thereof.
During the seminar, Professor Kairat Mynbaev will present new functional central limit theorems for sums with deterministic weights and quadratic forms, building on previous research based on Lᵖ-approximability. These findings provide a general framework for a variety of convergence results. Within a unified treatment, they yield a range of established results in time-series econometrics, as well as new findings concerning the asymptotic behavior of least-squares estimators in vector autoregressions with deterministic regressors.
Speaker: Professor Kairat Mynbaev, Doctor of Physical and Mathematical Sciences
Join us for the seminar to explore these advances in asymptotic theory and their applications in econometrics and statistics. We warmly welcome all interested members of the NU community!
