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Recommended study order 2017-2019

Recommended study order for 2017-2019 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 2017/18 (first year)

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

Autumn semester 2017 (first half)

CourseCodeCREDStarting date and location
 Stationary stochastic processes   MASC04   7.5  Aug 28 15.15 in V:B
 Markov Processes   MASC03   7.5  Aug 29 13.15 in MH:Riesz

Autumn semester 2017 (second half)

CourseCodeCREDStarting date and location
 The Mathematical Basis for Probability Theory   MASM14   7.5  Oct 30 13.15 in Kårh:Hörsal
 Time series analysis   MASM17   7.5  Oct 30 8.15 in MH:227

Spring semester 2018 (first half)

CourseCodeCREDStarting date and location
 Monte Carlo methods for stochastic inference   MASM11   7.5  Jan 16 15.15 in E:C
 Stationary and Non-stationary Spectral Analysis  MASM26   7.5  Jan 15 10.15 in MH:309A


Spring semester 2018 (second half)

CourseCodeCREDStarting date and location
 Statistical Modelling of Extreme Values   MASM15   7.5  Mar 19 15.15 in MA5
 Linear and Logistic Regression   MASM22   7.5  Mar 19 13.15 in MH:Riesz

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  Mar 19 8.15 in E:B

Recommended study order 2017/19 (second year)

Autumn semester 2018 (first half)

CourseCodeCREDStarting date and location
 Elective course
 ?  7.5  TBA
 Valuation of Derivative Assets   MASM24   7.5  Sep 3 at 8.15 in E:C

Autumn semester 2018 (second half)

Two out of the following three courses:

CourseCodeCREDStarting date and location
 Spatial statistics with image analysis   MASM25   7.5  Nov 5 15.15 in MH:309A
 Financial statistics   MASM18   7.5  Nov 5 10.15 in MH:Riesz
 Statistical modelling of multivariate extreme values   MASM23   7.5  NOT GIVEN 2018

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

Spring semester 2019 (Master's thesis)

Here you should write your master's thesis. During November 2018 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. 2019.

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.