Functional panel data analysis
Panel data models measure cross-sections of function-valued data over regular periods.
This scholarship supports research into how panel data can be extended to functional data analysis. Examples include a time series of subnational demographic data or high-frequency financial data.
Key details
- 20247000, 20247001, 20247002
- MRes + PhD
- Applications close on 30 April 2025
- Domestic
- Business, science
- $38,500 p.a.
About the scholarship
There are pressing societal and economic challenges that demand novel statistical methods for analysing a panel of functional data, which produces results that can be readily interpreted and adopted by practitioners.
Technical aims
Design modern statistical methods to analyse functional panel data, equipped with:
- data-driven capabilities to solve the estimate of covariance
- joint modelling and forecasting to capture interaction of functional panel data.
Applied aims
- Estimate data and error covariance of stocks’ returns, helpful in portfolio selection and risk management.
- Forecasting subnational demographic components, helpful in local government planning.
Availability
This scholarship is available to eligible candidates to undertake a four-year MRes and PhD program.
Components
The scholarships comprise:
- a tuition fee offset/scholarship
- a living allowance stipend.
The value of each stipend scholarship is $38,500 per annum (full time, indexed) for up to four years.