O que é Estimator, unbiased, consistent, standard error?

An estimator $\hat\theta_n$ of a parameter $\theta_0$ is a function of the data $X_1, \dots, X_n$. It is an unbiased estimator if $\E[\hat\theta_n] = \theta_0$, and a consistent estimator if $\hat\theta_n \xrightarrow{\P} \theta_0$ as $n \to \infty$. Its standard error $\mathrm{se}(\hat\theta_n)$ is (an estimate of) its standard deviation.