Claudia Kirch

Research Group Leader of Mathematical Statistics and Applications, Institute for Mathematical Stochastics, Department of Mathematics, Otto von Guericke University Magdeburg

We develop novel statistical methodology to analyse the time-varying
behavior of a (time-discrete) stochastic process. Besides developing
bootstrap methodology that is mainly applied to quantify uncertainty, we
are interested in detecting and dating structural breaks in the data
with many different applications. For example, we developt methods for
high dimensional data with applications for fMRI and EEG data in
neuroscience.
Keywords: Time series – change points – resampling – Bayesian non-parametrics

Location: OVGU

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