Master's programme in mathematical statistics

Recommended study order

for 2010-2012 programme

(click here for 2011-2013 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 2010/11 (first year)

Some additional details about the courses listed below can also be found at: All courses in mathematical statistics

Autumn semester 2010 (first half)

Course	Code	CRED	Starting date and location
Stationary stochastic processes	MASC04	7.5	2010-08-30, 10:15 E:C
Markov Processes	MASC03	7.5	2010-08-30, 13:15 MH309A

Autumn semester 2010 (second half)

Course	Code	CRED	Starting date and location
The Mathematical Basis for Probability Theory	MASM14	7.5	2010-11-02
Time series analysis	MASM17	7.5	2010-10-25, 13:15 M:E

Spring semester 2011 (first half)

Course	Code	CRED	Starting date and location
Monte Carlo methods for stochastic inference	MASM11	7.5	2011-01-17, 08.15, MH:309A.
Linear and Logistic Regression	MASM22	7.5	2011-01-17, 13.15,MH:227.

Spring semester 2011 (second half)

Course	Code	CRED	Starting date and location
Statistical Modelling of Extreme Values	MASM15	7.5	2011-03-14, 15.15 MH:A
Inference theory	MASC02	7.5	2011-03-22, at 13.15 in MH:227

It is possible to replace the course Inference theory by the course

Course	Code	CRED	Starting date and location
Design of Experiments	MASC05	7.5	2011-03-14, 10.15 MA3

Recommended study order 2011/12 (second year)

Autumn semester 2011 (first half)

Two out of the following three courses:

Course	Code	CRED	Starting date and location
Non-linear Time Series Analysis(entire semester)	MASM12	7.5	Aug 31 at DTU (Denmark) sign up for transport
Spatial statistics with image analysis	MASM25	7.5	Aug 30 8.15 in E:1406
Valuation of Derivative Assets	MASM24	7.5	Aug 29 10.15 in E:C

Autumn semester 2011 (second half)

Two out of the following three courses:

Course	Code	CRED	Starting date and location
Financial statistics	MASM18	7.5	Oct 24 8.15 in M:E
Survival analysis	MASM21	7.5	Oct 25 8.15 in MH:227
Statistical modelling of multivariate extreme values	MASM23	7.5	Oct 24 10.15 in MH309A

It is possible to replace all of these courses by alternative courses (See below).

Spring semester 2012 (Master's thesis)

Here you should write your master's thesis. During November 2011 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. 2012.

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.