Higher Order Asymptotics in the Central Limit Theorem for Dynamical Systems

Abstract

My research mainly focuses on statistical properties of dynamical systems, and in particular, on the Edgeworth expansion which describes the error of the Gaussian approximation. In this talk, I will introduce these expansions and discuss how it can be used to show the consistency and the second order accuracy of the bootstrap, a widely used tool in inferential statistics, when applied to dynamical systems.

ttps://teams.microsoft.com/l/meetup-join/19%3aU6a57NlVFWbcy9kcfM4uzZIySQNcUE3SdZ8grDIIpu41%40thread.tacv2/1637127106231?context=%7b%22Tid%22%3a%2260240b54-f639-46a1-bf85-a1aba95550fe%22%2c%22Oid%22%3a%220d83cdb7-b6d2-4d46-b51c-cdbb70c3d0a6%22%7d

If someone not affiliated to Scuola Normale is interested in attending in presence, please send an e-mail to andrea.malchiodi@sns.it including a phone number