Claudia Kirch

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 6

Top Topics

Multivariate Time Series

Bayesian Nonparametric

Top Venues

Comput. Stat. Data Anal.

J. Stat. Softw.

Commun. Stat. Simul. Comput.

J. Multivar. Anal.

Publications

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 (2024)
Konstantinos Fokianos, Claudia Kirch, Hernando Ombao
Editorial for the special issue on Time Series Analysis. Comput. Stat. Data Anal. 181 (2023)
Haeran Cho, Claudia Kirch
Bootstrap confidence intervals for multiple change points based on moving sum procedures. Comput. Stat. Data Anal. 175 (2022)
Alexander Meier, Claudia Kirch, Haeran Cho
mosum: A Package for Moving Sums in Change-Point Analysis. J. Stat. Softw. 97 (1) (2021)
Alexander Meier, Claudia Kirch, Renate Meyer
Bayesian nonparametric analysis of multivariate time series: A matrix Gamma Process approach. J. Multivar. Anal. 175 (2020)
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) (2016)
John A. D. Aston, Claudia Kirch
Detecting and estimating changes in dependent functional data. J. Multivar. Anal. 109 (2012)
Marie Husková, Claudia Kirch
A note on studentized confidence intervals for the change-point. Comput. Stat. 25 (2) (2010)
Marie Husková, Claudia Kirch, Simos G. Meintanis
Fourier Methods for Sequential Change Point Analysis in Autoregressive Models. COMPSTAT (2010)