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Master's programme in mathematical statistics

Recommended study order

for 2009-2011 programme

The requirements for a Master´s degree in Mathematical Statistics are a Bachelor´s degree (not necessarily in Mathematics or Mathematical Statistics), additional courses of 90 ECTS credits, and a Master´s thesis in Mathematical Statistics of 30 ECTS credits. Of the 90 course credits, at least 45 credits must be courses in Mathematical Statistics on the advanced level; among these 45 credits at least three out of the four courses MASM11 Monte Carlo methods for stochastic inference, MASM14 The Mathematical Basis for Probability Theory, MASM15 Statistical Modelling of Extreme Values, MASM17 Time-series-analysis should be included. Of the 90 ECTS course credits not more than 30 credits are allowed to be on the basic level.

Recommended study order 2009/10 (first year)

Autumn semester 2009 (first half)

CourseCodeCREDStarting date and location
 Stationary stochastic processes   MASC04   7.5  Aug. 31. 10.15 in E-1406
 Monte Carlo methods for stochastic inference   MASM11   7.5  Aug. 31. 8.15 in MH 309A

Autumn semester 2009 (second half)

CourseCodeCREDStarting date and location
 The Mathematical Basis for Probability Theory   MASM14   7.5  Nov 3. at 10.15 in MH:227
 Statistical Modelling of Extreme Values   MASM15   7.5  Oct 26. at 15.15 in MH362D

Spring semester 2010 (first half)

CourseCodeCREDStarting date and location
 Probability theory   MASC01   7.5  Jan 18 in MH:227 10.15
 Valuation of Derivative Assets(entire semester)   MASM19   9  Jan 20. in E:C 8.15
It is possible to replace both of these courses by alternative courses (See below).

Spring semester 2010 (second half)

CourseCodeCREDStarting date and location
 Time series analysis   MASM17   7.5  Mar 15 in E:1406 15.15
 Markov processes   MASC03   7.5  Mar 15. in MA3 10.15
It is possible to replace the course Markov processes by one of the courses
CourseCodeCREDStarting date and location
 Inference theory   MASC02   7.5  Mar 24. in MH:227
 Design of Experiments   MASC05   7.5  Mar 15. in K:M 10.15

Recommended study order 2010/11 (second year)

Autumn semester 2010 (first half)

CourseCodeCREDStarting date and location
 Non-linear Time Series Analysis (entire semester)   MASM12   7.5  Sep, 08, 2010
 Statistical image analysis   MASM13   7.5  Aug, 31, 2010 15:15 E:A

Autumn semester 2010 (second half)

CourseCodeCREDStarting date and location
 Financial statistics   MASM18   7.5  Oct, 25, 2010, 8:15 MH:B
 Survival analysis   MASM21   7.5  Oct, 26, 2010
It is possible to replace both of these courses by alternative courses (
See below).

Spring semester 2011 (Master's thesis)

Here you should write your master's thesis. During November 2010 you should start to search for an appropriate subject and supervisor for your master's thesis. This should be ready before mid December. The thesis should be completed and presented before June 10. 2011.

Alternatives to the above study order

It is possible to replace some of the courses suggested above by courses in e.g. pure and applied math or numerical analysis as long as the requirements presented on the top of the page are fulfilled. It is e.g. possible to choose some advanced or special topics courses from the lists of Mathematical courses or Numerical analysis courses. It is in principle (minor bureaucratic obstacle) also possible to choose from the courses presented here. You are welcome to contact the director of studies for guidance regarding your choice of courses.