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/
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