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)

CourseCodeCREDStarting 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)

CourseCodeCREDStarting date and location
 Mathematical Foundation of Probability MATM30  7.5  Oct 31 TBA
 Time series analysis  MASM17  7.5  Oct 31 15.15 in MA3

Spring semester 2023 (first half)

CourseCodeCREDStarting date and location
 Monte Carlo methods for stochastic inference  MASM11  7.5 TBA
 Nonparametric Inference, MASM27  7.5 

TBA

 

Spring semester 2023 (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 the course

CourseCodeCREDStarting date and location
 Design of Experiments  MASC05  7.5 TBA

Recommended study order 2023/24 (second year)

Autumn semester 2023 (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 2023 (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
 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.

Page Manager: magnus.wiktorsson@matstat.lu.se | 2022-04-12