Claudia Kirch

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An online approach to detecting changes in nonlinear autoregressive models

Claudia Kirch, Joseph Tadjuidje Kamgaing, C. Kirch, 2011 .

Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models

Marie Husková, Claudia Kirch, Simos G. Meintanis, 2016, Commun. Stat. Simul. Comput..

Discussion of 'Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection'

Claudia Kirch, Haeran Cho, 2020 .

Fourier Methods for Sequential Change Point Analysis in Autoregressive Models

Claudia Kirch, Simos G. Meintanis, Marie Hušková, 2010, COMPSTAT.

Beyond Whittle's likelihood - new Bayesian semiparametric approaches to multivariate time series analysis

Claudia Kirch, Alexander Meier, Renate Meyer, 2016 .

A note on studentized confidence intervals for the change-point

Claudia Kirch, Marie Hušková, 2010, Comput. Stat..

Detecting changes in the covariance structure of functional time series with application to fMRI data

Claudia Kirch, John A D Aston, Christina Stoehr, 2019, Econometrics and Statistics.

Power Analysis for Functional Change Point Detection

Claudia Kirch, John A. D. Aston, 2011 .

Two-stage data segmentation permitting multiscale change points, heavy tails and dependence

Claudia Kirch, Haeran Cho, Claudia Kirch, 2020, Annals of the Institute of Statistical Mathematics.

mosum: A Package for Moving Sums in Change-Point Analysis

Claudia Kirch, Alexander Meier, Haeran Cho, 2021, J. Stat. Softw..

Detection of Change Points in Discrete-Valued Time Series

Claudia Kirch, Joseph Tadjuidje Kamgaing, C. Kirch, 2015 .

Detecting and estimating changes in dependent functional data

Claudia Kirch, John A. D. Aston, J. Aston, 2012, J. Multivar. Anal..

Bayesian nonparametric analysis of multivariate time series: A matrix Gamma Process approach

Claudia Kirch, Alexander Meier, Renate Meyer, 2018, J. Multivar. Anal..

Moving Sum Data Segmentation for Stochastic Processes Based on Invariance

Claudia Kirch, Philipp Klein, P. Klein, 2021, Statistica Sinica.

Two-stage data segmentation permitting multiscale change points, heavy tails and dependence

Claudia Kirch, Haeran Cho, Haeran Cho, 2020, Annals of the Institute of Statistical Mathematics.

Bootstrap confidence intervals for multiple change points based on moving sum procedures

Claudia Kirch, Haeran Cho, 2021 .

Posterior consistency for the spectral density of non‐Gaussian stationary time series

Claudia Kirch, Renate Meyer, Yifu Tang, 2021, Scandinavian Journal of Statistics.

Block permutation principles for the change analysis of dependent data

Claudia Kirch, Claudia Kirch, C. Kirch, 2007 .

Resampling Methods for the Change Analysis of Dependent Data

Claudia Kirch, C. Kirch, 2006 .

Moving Sum Based Procedures for Changes in the Mean [R package mosum version 1.2.3]

Claudia Kirch, Haeran Cho, Alexander Meier, 2019 .

Permutation principles for the change analysis of stochastic processes under strong invariance

Claudia Kirch, Josef Steinebach, J. Steinebach, 2006 .

On the detection of changes in autoregressive time series, II. Resampling procedures

Claudia Kirch, Josef Steinebach, Marie Hušková, 2008 .

Bootstrapping Sequential Change-Point Tests

Claudia Kirch, C. Kirch, 2008 .

Beyond Whittle: Nonparametric Correction of a Parametric Likelihood with a Focus on Bayesian Time Series Analysis

Claudia Kirch, Renate Meyer, Matthew C. Edwards, 2017, Bayesian Analysis.

Change Points in High Dimensional Settings

Claudia Kirch, John A. D. Aston, J. Aston, 2014 .

Testing for parameter stability in nonlinear autoregressive models

Claudia Kirch, Joseph Tadjuidje Kamgaing, Joseph Tadjuidje Kamgaing, 2012 .

Modified sequential change point procedures based on estimating functions

Claudia Kirch, Silke Weber, C. Kirch, 2018 .

Estimation of the distribution of change-points with appliction to fMRI data

Claudia Kirch, John A. D. Aston, J. Aston, 2011 .

TFT-bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain

Claudia Kirch, Dimitris N. Politis, D. Politis, 2011, 1211.4732.

Bootstrapping confidence intervals for the change‐point of time series

Claudia Kirch, Claudia Kirch, M. Hušková, 2007, 0706.1485.

Bootstrapping sequential change-point tests for linear regression

Claudia Kirch, Marie Hušková, Claudia Kirch, 2012 .

On the use of estimating functions in monitoring time series for change points

Claudia Kirch, Joseph Tadjuidje Kamgaing, Claudia Kirch, 2015 .