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  Funded PhD Opportunity: Pioneering Time Series Analysis Through Self-Normalisation


   School of Mathematics

   Applications accepted all year round  Funded PhD Project (European/UK Students Only)

About the Project

About the project

Techniques and Overview

In the intricate world of statistical analysis, accurately understanding the variance of temporally correlated data is crucial for reliable conclusions. However, traditional methods often stumble, especially when faced with limited or densely interconnected data samples.

Dr Jiajing Sun, an Associate Professor at the School of Mathematics at the University of Birmingham, is inviting a promising PhD student for a collaborative project to advance time series analysis using an adjusted-range based self-normalisation technique.

Drawing inspiration from Shao (2010)'s foundational work, our research team proposes a unique self-normalisation method that leverages the adjusted sample range of a partial sum process. This comprehensive approach aims to refine theoretical statistical frameworks while empirically testing its efficacy across diverse applications.

Why join our research team at UoB?

Academic excellence

The University of Birmingham's School of Mathematics stands as a beacon of academic excellence. The Statistics and Data Science Group boasts a robust team of 16 experts with proficiency in areas such as Applied Probability, Econometrics, Machine Learning, and beyond Our collaboration with the esteemed Alan Turing Institute further bolsters our research capabilities, offering access to enriching workshops and prestigious networking events.

Global collaborations

Our enriching research environment is strengthened by collaborations with globally recognised experts, including Professor Oliver Linton of Cambridge and Professor Yongmiao Hong of the Academy of Mathematics and Systems Sciences (AMSS) at the Chinese Academy of Sciences (CAS)."

Why join this venture?

By joining this project, you'll contribute to groundbreaking advancements in statistical analysis with wide-ranging implications.

Key benefits for the PhD candidate

¨ Professional growth: Direct mentorship from Dr. Sun and invaluable collaboration with renowned statisticians like Professor Linton and Professor Hong.

¨ Resources: Office space, cutting-edge mobile workstation, and unmatched access to state-of-the-art research facilities.

¨ Networking opportunities: Attend elite conferences and seminars to expand your academic network.

¨ Funding: A generous studentship from the School of Mathematics at the University of Birmingham is provided, which includes UK home fees and a monthly living stipend for three years.

Note: This opportunity is primarily for UK students. However, additional funding channels may be accessible for exceptional non-UK candidates.

Given the project's prestige and collaborations with globally recognised experts, prospective candidates are encouraged to submit their applications at the earliest.

Economics (10) Mathematics (25)

Funding Notes

A generous studentship from the School of Mathematics at the University of Birmingham is provided, which includes UK home fees and a monthly living stipend for three years.

How good is research at University of Birmingham in Mathematical Sciences?


Research output data provided by the Research Excellence Framework (REF)

Click here to see the results for all UK universities

Register your interest for this project



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