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Recommended study order 2021-2023

 

Recommended study order for 2021-2023 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, 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 2021/22 (first year)

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

Autumn semester 2021 (first half)

CourseCodeCREDStarting date and location
 Stationary stochastic processes  MASC04  7.5 Aug 31 10.15 in MA7
 Markov Processes  MASC03  7.5 Aug 30 15.15 in MA3

Autumn semester 2021 (second half)

CourseCodeCREDStarting date and location
 The Mathematical Basis for Probability Theory  MATM30  7.5 TBA
 Time series analysis  MASM17  7.5 Nov 1 15.15 in MA2 

Spring semester 2022 (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 2022 (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 2022/23 (second year)

Autumn semester 2022 (first half)

CourseCodeCREDStarting date and location
 Elective course
 ? 7.5 TBA
 Valuation of Derivative Assets  MASM24  7.5 TBA

Autumn semester 2022 (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

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

Spring semester 2023 (Master's thesis)

Here you should write your master's thesis. During November 2022 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. 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.

Page Manager: magnus.wiktorsson@matstat.lu.se | 2022-03-29