PhD Position at ECARES and Department of Mathematics, Université libre de Bruxelles

Description: This PhD position is related to a research project entitled “Statistical methods for complex and dynamical dependence models”, for which the promotors are Catherine Dehon, Siegfried Hoermann, and Davy Paindaveine. A possible topic that we suggest is related to functional time series analysis. Functional data analysis is concerned with the statistical analysis of (random) curves or surfaces. Often they are obtained by separating an almost continuous time record into natural consecutive intervals, e.g. days. Examples include daily curves of financial transaction data, daily
patterns of geophysical or environmental data, etc. If data are collected sequentially over time, it is natural to expect that the current observation depends to some degree on the previous observations. The apparent presence of temporal dependence has motivated the development of appropriate time series models in functional data literature. The purpose of this project is an in-depth study of functional time series beyond existing linear models. 
Duration: 4 years.
Requirements: Students with a master's degree in mathematics, statistics, or econometrics are invited to apply. A very good background and interest in either statistics, time series or probability is preferable.
Application: A full application consists of:
(1) a detailed CV,
(2) a statement of motivation,
(3) 2 reference letters,
(4) degree certificates and grade transcripts. 

The application deadline is April 30, 2011. We encourage, however, to apply as soon as possible, since we might fill the position at an earlier stage.

Please, submit your application via email to Siegfried Hoermann shormann@ulb.ac.be