NB! Oral exam Friday 26. May and Tuesday, 30. May!
The (non-digital) oral exam is supposed to be on Friday, 26. May and 30. May, 2023 (starting at 9:00 am), that is
26. May, Friday: 09:00-15:00 (5 students)
and
30. May, Tuesday: 09.00-13:00 (4 students)
Please, let me know (via email) which exam day you prefer!
Place and time will be announced, soon.
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 (blackboard, beamer slides,...).
2. General questions about extreme value statistics.
The pensum of the course comprises the sections 1, 2, 3, 4, 5 in my lecture notes.
Regarding section 5 (Weak convergence of point processes) knowledge about basic notions is assumed (i.e. definitions of a random measure, 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
Here are some possible topics for a presentation: topics