Master's programme in mathematical statistics

Recommended study order

for 2013-2015 programme

The requirements for a Masterīs degree in Mathematical Statistics are a Bachelorīs degree (not necessarily in Mathematics or Mathematical Statistics), additional courses of 90 ECTS credits, and a Masterīs 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 2013/14 (first year)

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

Autumn semester 2013 (first half)

CourseCodeCREDStarting date and location
 Stationary stochastic processes   MASC04   7.5  2012-09-02 13.15 in MA06
 Markov Processes   MASC03   7.5  2012-09-02 8.15 in E:C

Autumn semester 2013 (second half)

CourseCodeCREDStarting date and location
 The Mathematical Basis for Probability Theory   MASM14   7.5  2012-10-29 10.15 in MH:228
 Time series analysis   MASM17   7.5  2012-10-28 13.15 in MA05

Spring semester 2014 (first half)

CourseCodeCREDStarting date and location
 Monte Carlo methods for stochastic inference   MASM11   7.5  TBA.
 Stationary and non-stationary Spectral Analysis   MASM26   7.5  TBA.

Spring semester 2014 (second half)

CourseCodeCREDStarting date and location
 Statistical Modelling of Extreme Values   MASM15   7.5  TBA
 Linear and Logistic Regression   MASM22   7.5  TBA.
It is possible to replace the course Linear and Logistic Regression by one of the courses
CourseCodeCREDStarting date and location
 Inference theory   MASC02   7.5  TBA
 Design of Experiments   MASC05   7.5  TBA

Recommended study order 2014/15 (second year)

Autumn semester 2014 (first half)

CourseCodeCREDStarting date and location
 Non-linear Time Series Analysis(entire semester)   MASM12   7.5  TBA
 Valuation of Derivative Assets   MASM24   7.5  TBA

Autumn semester 2014 (second half)

Two out of the following three courses:
CourseCodeCREDStarting date and location
 Spatial statistics with image analysis   MASM25   7.5  TBA
 Financial statistics   MASM18   7.5  TBA
 Statistical modelling of multivariate extreme values   MASM23   7.5  TBA
It is possible to replace all of these courses by alternative courses (See below).

Spring semester 2015 (Master's thesis)

Here you should write your master's thesis. During November 2014 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 7. 2015.

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.

 

Questions: Magnus Wiktorsson Top of page
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