Mathematical Statistics and Applications
The research group 'Mathematical Statistics and Applications' headed by Prof. Dr. Claudia Kirch is part of the Institute of Mathematical Stochastics, Department of Mathematics, Otto-von-Guericke University Magdeburg. The group focuses mainly on the development of novel statistical methodologies for time series i.e. data collected for analyzing the time-varying behavior of an underlying stochastic process. Besides developing resampling and Bayesian methodology that is mainly applied to quantify uncertainty, we are interested in non-stationary time series, e.g. detecting and dating structural breaks -- so called change points -- in the data with applications in medicine, finance and remote sensing using concentration data. In addition to nonparametrics and asymptotics, we use methods from computational statistics and machine learning. Furthermore, we are interested in the development of methods for high dimensional data with applications for fMRI and EEG data in neuroscience.
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