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Dynamic Dependence modelling

PGR-P-260

Key facts

Type of research degree
PhD
Application deadline
Ongoing deadline
Country eligibility
International (open to all nationalities, including the UK)
Funding
Competition funded
Supervisors
Dr Georgios Aivaliotis
Schools
School of Mathematics
Research groups/institutes
Statistics
<h2 class="heading hide-accessible">Summary</h2>

This project aims at modelling the dependence structure between two time series. Applications include risk management, health, and social science problems. The area is gathering importance due to the recent availability of temporal datasets (for example lifestyle and health status). This project has several possible directions: a) Quickest change detection problems, when one is trying to detect as fast as possible a change in the model of dependence as indicated by considering more data. These problems can be addressed by modifying and developing statistical techniques for change point detection as well as filtering. Or, b) Developing a dynamic model for the correlation or joint trend model.

<h2 class="heading hide-accessible">Full description</h2>

<p>The earliest start date for this project is 1 October 2020.</p>

<h2 class="heading">How to apply</h2>

<p>Formal applications for research degree study should be made online through the&nbsp;<a href="https://www.leeds.ac.uk/info/130206/applying/91/applying_for_research_degrees">University&#39;s website</a>. Please state clearly in the research information section&nbsp;that the research degree you wish to be considered for is &lsquo;Dynamic Dependence modelling&rsquo; as well as&nbsp;<a href="https://physicalsciences.leeds.ac.uk/staff/1/dr-georgios-aivaliotis">Dr Georgios Aivaliotis</a>&nbsp;as your proposed supervisor.</p> <p>If English is not your first language, you must provide evidence that you meet the University&#39;s minimum English language requirements (below).</p> <p><em>We welcome applications from all suitably-qualified candidates, but UK black and minority ethnic (BME) researchers are currently under-represented in our Postgraduate Research community, and we would therefore particularly encourage applications from UK BME candidates. All scholarships will be awarded on the basis of merit.</em></p>

<h2 class="heading heading--sm">Entry requirements</h2>

Applicants to research degree programmes should normally have at least a first class or an upper second class British Bachelors Honours degree (or equivalent) in an appropriate discipline. The criteria for entry for some research degrees may be higher, for example, several faculties, also require a Masters degree. Applicants are advised to check with the relevant School prior to making an application. Applicants who are uncertain about the requirements for a particular research degree are advised to contact the School or Graduate School prior to making an application.

<h2 class="heading heading--sm">English language requirements</h2>

The minimum English language entry requirement for research postgraduate research study is an IELTS of 6.0 overall with at least 5.5 in each component (reading, writing, listening and speaking) or equivalent. The test must be dated within two years of the start date of the course in order to be valid. Some schools and faculties have a higher requirement.

<h2 class="heading">Funding on offer</h2>

<p><strong>Self-Funding Students</strong></p> <p><strong>Funding Eligibility</strong></p> <p><strong>UK/EU</strong> &ndash;&nbsp;Leeds Doctoral Scholarship Award paying Academic Fees and Maintenance matching EPSRC rate of &pound;15,009 per year for 3 years, School of Mathematics Scholarship award paying Academic Fees and Maintenance matching EPSRC rate of &pound;15,009 per year for 3 years.&nbsp; Alumni Bursary is available to previous University of Leeds graduates offering 10% discount on Academic Fees.</p> <p><strong>International Students</strong> &ndash;&nbsp;China Scholarship Council-University of Leeds Scholarship Award paying Academic Fees for 3 years,&nbsp;School of Mathematics Scholarship award paying Academic Fees for 3 years, Commonwealth Scholarship and Commonwealth Split Site Scholarships.&nbsp; Alumni Bursary is available to previous University of Leeds graduates offering 10% discount on Academic Fees.</p>

<h2 class="heading">Contact details</h2>

<p>For further information regarding your application, please contact Doctoral College Admissions by&nbsp;email:&nbsp;<a href="mailto:maps.pgr.admissions@leeds.ac.uk">maps.pgr.admissions@leeds.ac.uk</a>, or by telephone: +44 (0)113 343 5057.</p> <p>For further information regarding the project, please contact Dr Georgios Aivaliotis by email:&nbsp;&nbsp;<a href="mailto:G.Aivaliotis@leeds.ac.uk">G.Aivaliotis@leeds.ac.uk</a></p>


<h3 class="heading heading--sm">Linked funding opportunities</h3>
<h3 class="heading heading--sm">Linked research areas</h3>