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EPSRC CASE PhD Studentship: Multivariate Time Series Analysis We invite applications for an EPSRC CASE PhD studentship in Multivariate Time Series Analysis at the Department of Pure Mathematics and Mathematical Statistics at the University of Cambridge. This studentship is offered in collaboration with the Office for National Statistics. Collecting sets of time series is now routine in many applications, none more so than when the Office for National Statistics (ONS) collects information about the UK's Economy. However, it is often the case that these time series are then analysed independently from one another. The main goals of this project are to investigate the inherent advantages and complexities of full multivariate modelling of such economic series. This will be examined through methodological research into areas of time series analysis such as (but not exclusively) seasonal adjustment, benchmarking, outlier detection and forecasting/nowcasting in their general multivariate settings. Opportunities for theoretical investigation, methodological development and practical implementation are all within the project scope. The project is based on a partnership between Cambridge and the ONS, and will also give the applicant the opportunity to experience putting their research into practice during a 3 month placement at the ONS. Further details of the project are available on request. For informal enquiries please contact either John Aston ([log in to unmask]) or Duncan Elliott ([log in to unmask]) Funding and Eligibility: This is an ESPRC funded studentship and EPSRC eligibility criteria apply. The studentship is therefore open only to Home or European Union (EU) fee-status students who meet the EPSRC eligibility criteria (https://www.epsrc.ac.uk/skills/students/help/eligibility/). Home and EU students who have completed three years of full-time higher education in the UK immediately prior to commencing the PhD will be considered for a full three-year studentship (University Composition fee and maintenance to RCUK minimum level). Other EU students will be considered for fees-only support and will be required to obtain maintenance funding from an alternative source. Additional top-up to maintenance funding is available at a level to be determined. Application: In order to be considered for this studentship please submit a formal application to the PhD in Pure Mathematics and Mathematical Statistics, University of Cambridge via the University’s Graduate Admissions website (http://www.graduate.study.cam.ac.uk/how-do-i-apply); and send an expression of interest email to [log in to unmask] which explains why you are interested in this studentship. Deadline: All applications and expressions of interest must be received by Friday 24th June 2016. Shortlisted candidates will be interviewed. The date for interviews will be communicated once shortlisting has taken place. The University values diversity and is committed to equality of opportunity. Further information about DPMMS can be found at https://www.dpmms.cam.ac.uk/ You may leave the list at any time by sending the command SIGNOFF allstat to [log in to unmask], leaving the subject line blank.