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Institute of Stochastics

Secretariat
Allianz-Gebäude (05.20)
Room 5A-23 und 5A-22

Address
Karlsruher Institut für Technologie
Institut für Stochastik

Kaiserstraße 89
D-76133 Karlsruhe

Postadresse:
D-76128 Karlsruhe

Office hours:
Mo-Fr 10:00 - 12:00

Tel.: +49 721 608 43270/43265

Fax.: +49 721 608 46066

Photo of Claudia Kirch JProf. Dr. Claudia Kirch

Office hour for students: Nach Vereinbarung.
Room: 5A-20 Allianz-Gebäude (05.20)
Tel.: +49 721 608 43272
Email: claudia.kirch@kit.edu

Karlsruher Institut für Technologie (KIT)
Institut für Stochastik
Kaiserstraße 89
76133 Karlsruhe

Portrait of me (in German) which has appeared in the KIT supplement to the journal 'Bild der Wissenschaft' 02/2011.

Research Interests

  • Time series analysis
  • Change-point analysis
  • Resampling-procedures for time series
  • Frequency-domain methods
  • Sequential methods
  • Functional data analysis

Publications

A list with my publications can be found here.

Research projects funded by grants

Resampling procedures for high-dimensional change point tests of dependent data
(funded by the Ministerium für Wissenschaft, Forschung und Kunst Baden Württemberg)

Time series with structural breaks -- Resampling procedures, sequential detection and applications to hidden Markov models (funded by the DFG)

Workshops

Workshop on high-dimensional, high-frequency and spatial data, October 29-31, 2014
Time Series: Models, Breaks and Applications, February 1-3, 2012
Fourier meets Wavelets, September 6-7, 2010
Structural Breaks in Time Series, February 19-20, 2010

Master Thesis

General informations on master thesis can be found here.
A list of supervised master thesis can be found here.





Semester Titel Typ
Winter Semester 2014/15
Seminar
Seminar
Summer Semester 2014
Seminar
Winter Semester 2013/14 Seminar
Summer Semester 2013
Seminar
Winter Semester 2012/13 Seminar
Summer Semester 2012 Seminar
Seminar
Winter Semester 2011/12
Seminar
Summer Semester 2011
Seminar
Seminar
Seminar
Winter Semester 2010/11
Seminar
Summer Semester 2010 Seminar
Seminar
Winter Semester 2009/10
Seminar
Summer Semester 2009