High Dimensional Non Stationary Time Series

NaturalSciencesMathematicsSocialSciencesEconomicsandbusiness

The International Research Training Group (IRTG) “High Dimensional Non Stationary Time Series” is a joint doctoral program offered by Humboldt-Universität zu Berlin and Xiamen University. The collaboration also involves other major statistics and economics institutions in Berlin: Freie Universität Berlin, the Weierstrass Institute for Applied Analysis and Stochastics, and the German Institute for Economic Research.

Focus

IRTG is a flag-ship doctoral program with extensive DFG-supported funding, linking two top universities from Germany and China, Humboldt-Universität zu Berlin and Xiamen University. The program is organized in eight vertebra-like sub-projects, such as forecasting high-dimensional time series, volatility, copulae. Together these constitute the backbone of the program.

IRTG is looking for outstanding students from across the world with strong quantitative backgrounds, preferably in statistics, economics, mathematics or other related fields. Upon entering the research program, doctoral candidates receive supportive and systematic supervision. The aim of supervision is to prepare them for independent research as quickly as possible, while the program itself offers doctoral-level courses, international exchange experience, extensive scholarships as well as renowned institutional cooperation.

Prof. Dr Wolfgang Karl Härdle Lei Fang doctoral programme organised

stochastics, statistics, volatility, copulae, high-dimensional time series, economics, mathemaics

Contact Information
Chair: Prof. Dr. Wolfgang Karl Härdle
Coordinator: Raphael Reule IRTG 1792 “High Dimensional Non Stationary Time Series” HU Berlin Unter den Linden 6 10099 Berlin
Telephone:
E-mail: irtg1792.wiwi@hu-berlin.de
Web: irtg1792.hu-berlin.de/general-information-rtg
Deadlines: PhD Applications are welcome on a rolling basis
Places: 6 per year
Scholarships: 6 per year (1 scholarship, 5 positions)