NB! Digital oral exam 2. and 3. June 2021
The digital oral exam is distributed over 2 days (starting at 9:00 am), that is
2. June, Wednesday: 09:00-13:00 (4 students),
3. June, Thursday: 09:00-13:00 (4 students).
The exam procedure is as follows: The exam takes 45 min. and consists of two parts:
1. Talk/presentation of a topic of free choice about extreme value statistics. The title and topic of the presentation are supposed to be communicated to me (by e-mail) latest 3 days before the exam and approved by myself. The length of the talk is limited to 20 minutes and the form of the presentation is up to the candidate (whiteboard, beamer slides,...).
2. General questions about extreme value statistics.
The pensum of the course comprises the sections 1, 2, 3, 4 in my lecture notes. In addition, in section 5 (Weak convergence of point processes) only knowledge about basic notions are assumed (i.e. definitions of a random measure, point process, simple point process, point process of exceedances, Poisson random measure, Laplace functional, definition of weak convergence). See the corresponding topics in the book of Embrechts, Klüppelberg, Mikosch.
The lecture notes can be found on the website of our course.
A set of exam relevant topics and exercises can be downloaded here: pensum/exercises.