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Journal Articles
- 2024
[j8]Yixuan Liu
, Claudia Kirch, Jeong Eun Lee, Renate Meyer:
A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series. Comput. Stat. Data Anal. 199: 108010 (2024)- 2023
- [j7]Konstantinos Fokianos, Claudia Kirch, Hernando C. Ombao:
Editorial for the special issue on Time Series Analysis. Comput. Stat. Data Anal. 181: 107675 (2023) - 2022
- [j6]Haeran Cho, Claudia Kirch:
Bootstrap confidence intervals for multiple change points based on moving sum procedures. Comput. Stat. Data Anal. 175: 107552 (2022) - 2021
- [j5]Alexander Meier, Claudia Kirch, Haeran Cho:
mosum: A Package for Moving Sums in Change-Point Analysis. J. Stat. Softw. 97(1) (2021) - 2020
- [j4]Alexander Meier, Claudia Kirch, Renate Meyer:
Bayesian nonparametric analysis of multivariate time series: A matrix Gamma Process approach. J. Multivar. Anal. 175 (2020) - 2016
- [j3]Zdenek Hlávka, Marie Husková, Claudia Kirch, Simos G. Meintanis:
Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models. Commun. Stat. Simul. Comput. 45(7): 2471-2490 (2016) - 2012
- [j2]John A. D. Aston, Claudia Kirch:
Detecting and estimating changes in dependent functional data. J. Multivar. Anal. 109: 204-220 (2012) - 2010
- [j1]Marie Husková, Claudia Kirch:
A note on studentized confidence intervals for the change-point. Comput. Stat. 25(2): 269-289 (2010)
Conference and Workshop Papers
- 2010
- [c1]Marie Husková, Claudia Kirch, Simos G. Meintanis:
Fourier Methods for Sequential Change Point Analysis in Autoregressive Models. COMPSTAT 2010: 501-508
Coauthor Index
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