Research Associate

5 days ago


Singapore Nanyang Technological University Full time

Key Responsibilities:
- This job requires developing the asymptotic theory for high-dimensional time series models and providing practical simulations to support it.- The theoretical component involves deriving the limit theory and determining the variance of the relevant statistics. During the simulation process, it is essential to ascertain the order of various high-dimensional time series models. Examples include AR model, MA model, ARMA model, etc- Throughout this process, it is imperative to produce well-crafted paper drafts, consistently report on the progress of related work, and ultimately create high-quality research papers for publication.- In the process of theoretical proof, it is necessary to calculate the correlation variance and give accurate expressions.

**Requirements**:
- Master’s Degree in Statistics or related field- Strong programming skills on R software (able to set up and calculate the simulation of different scenarios)- Familiar with limiting theory in probability and time series, develop the asymptotic theory of high-dimensional time series models.- Ability to work independently and with a team- Excellent analytical, technical and problem solving skills- Strong verbal and written communication skills

Hiring Institution: NTU


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