Recommended study order 2022-2024
Recommended study order for 2022-2024 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/MATM30 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 or intermediate level.
Recommended study order 2022/23 (first year)
Some additional details about the courses listed below can also be found at: All courses in mathematical statistics
Autumn semester 2022 (first half)
| Course | Code | CRED | Starting date and location |
|---|---|---|---|
| Stationary stochastic processes | MASC04 | 7.5 | Aug 30 10.15 in MH:R |
| Markov Processes | MASC03 | 7.5 | Aug 30 13.15 in MA6 |
Autumn semester 2022 (second half)
| Course | Code | CRED | Starting date and location |
|---|---|---|---|
| Mathematical Foundation of Probability | MATM30 | 7.5 | Nov 1 10.15 in MH:228 |
| Time series analysis | MASM17 | 7.5 | Oct 31 15.15 in MA3 |
Spring semester 2023 (first half)
| Course | Code | CRED | Starting date and location |
|---|---|---|---|
| Monte Carlo methods for stochastic inference | MASM11 | 7.5 | Jan 16 TBA |
| Nonparametric Inference, | MASM27 | 7.5 | Jan 16 TBA
|
Spring semester 2023 (second half)
| Course | Code | CRED | Starting date and location |
|---|---|---|---|
| Statistical Modelling of Extreme Values | MASM15 | 7.5 | MAR 22 TBA |
| Linear and Logistic Regression | MASM22 | 7.5 | MAR 22 TBA |
It is possible to replace the course Linear and Logistic Regression by the course
| Course | Code | CRED | Starting date and location |
|---|---|---|---|
| Design of Experiments | MASC05 | 7.5 | MAR 22 TBA |
Recommended study order 2023/24 (second year)
Autumn semester 2023 (first half)
| Course | Code | CRED | Starting date and location |
|---|---|---|---|
| Non-linear Time Series Analysis(entire semester) | MASM12 | 7.5 | TBA |
| Valuation of Derivative Assets | MASM24 | 7.5 | TBA |
Autumn semester 2023 (second half)
Two out of the following three courses:
| Course | Code | CRED | Starting date and location |
|---|---|---|---|
| Spatial statistics with image analysis | MASM25 | 7.5 | TBA |
| Financial statistics | MASM18 | 7.5 | TBA |
| Mathematical Statistics: Quantitative Risk Management using Copulas | MASM33 | 7.5 | TBA |
It is possible to replace all of these courses by alternative courses (See below).
Spring semester 2024 (Master's thesis)
Here you should write your master's thesis. During November 2023 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 6. 2023.
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 mathematics or numerical analysis as long as the requirements presented on the top of this 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. You are welcome to contact the director of studies for guidance regarding your choice of courses.