The division of Mathematical Statistics has a number of post graduate students, funded from LTH (Faculty of Engineering) and NF (Faculty of Science) or from external sources such as research grants from VR (The Swedish Research Council), SSF (Swedish Foundation for Strategic Research) or industry.
The general policy is that all our post graduate students take part in the undergraduate teaching. This has the positive effect that they become better trained as professional statisticians and it gives them a chance to qualify for a future academic career.
The "nominal time" for a full-time student to complete her/his post graduate studies is four years, but in practice this actually takes five years including 20% teaching. Coursework is measured in credits, where 60 credits corresponds to one full academic year of study. The course requirement for the doctor's degree is 90-120 credits, the remaining years being allocated to preparing a dissertation.
The course structures at the two faculties are described in the different post-graduate study plans below. Courses in probability, stochastic processes, and inference theory are given with regular intervals. In addition, we give advanced courses on topics of current interest, and the students go through oral examinations on books and articles which they have read on their own. Our post-graduate courses are often attended by students from other departments.
A dissertation may consist of the solution of some problems in theoretical probability or statistics, or in the development and use of methods for solving applied problems.
The nominal time for the licentiate degree is two years, including 45-60 credits course work. The remaining time is spent on a thesis, which is similar, but less comprehensive, than a PhD thesis.
- LTH Allmänna studieplaner: Matematisk statistik (in Swedish) (in English)
- NF Studieplan för forskarutbildningen i matematisk statistik (in Swedish)
- Inference Theory, PhD course
- Theory of Stochastic Processes
- Stationary and Non-Stationary Spectral Analysis
- History-Dependent Processes
- Brownian motion and stochastic calculus
- Convex Optimization (at the Department of Automatic Control)
- Extreme Value Theory with Implementation in S-PLUS
- Financial statistics
- Inference theory
- Interacting stochastic systems
- Levy processes
- Mathematical foundations of probability
- Non-linear time series analysis
- Regression and variance analysis
- Statistical learning
- Statistical Modeling of Extreme Values
- Stationary stochastic processes
- Survival analysis
- Time-frequency analysis
- Topics in Compressive Sampling
- Valuation of Derivative Assets
- Weak convergence
The department admits students to its PhD program irrespective of their citizenship. However, there is the basic rule that the admitted student should have guaranteed funds to cover living expenses during the studies.
In practice, almost all PhD students meet this requirement by being
appointed in one of the special positions for PhD studies. These
positions are posted on our web page whenever there is an opening
(there are no specific terms but typically positions are announced at
least twice a year). If you want to apply please regularly check web page (in Swedish but you can use Google Translate: here).
All the available positions are announced on this website; regretfully,
we cannot accept PhD students for a position, unless it has been
While we do admit students from all countries, in order for your application to be successful we must be able to properly evaluate your background and skills. Diplomas from foreign universities often do not provide enough information in this respect since we may not know the courses' content or how to interpret the grades. You can help us by including additional description of courses e.g. in terms of referring to an international textbook used (for example, "Estimation theory at the level of Lehmann & Casella"). Reference letters are also crucial and whenever possible these should include some from international scholars.