Claudia Kirch

According to our database, Claudia Kirch authored at least 9 papers between 2010 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series.

Yixuan Liu, Claudia Kirch, Jeong Eun Lee, Renate Meyer

Comput. Stat. Data Anal., 2024

2023

Editorial for the special issue on Time Series Analysis.

Konstantinos Fokianos, Claudia Kirch, Hernando C. Ombao

Comput. Stat. Data Anal., May, 2023

2022

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

Haeran Cho, Claudia Kirch

Comput. Stat. Data Anal., 2022

2021

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

Alexander Meier, Claudia Kirch, Haeran Cho

J. Stat. Softw., 2021

2020

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

Alexander Meier, Claudia Kirch, Renate Meyer

J. Multivar. Anal., 2020

2016

Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models.

Zdenek Hlávka, Marie Husková, Claudia Kirch, Simos G. Meintanis

Commun. Stat. Simul. Comput., 2016

2012

Detecting and estimating changes in dependent functional data.

John A. D. Aston, Claudia Kirch

J. Multivar. Anal., 2012

2010

A note on studentized confidence intervals for the change-point.

Marie Husková, Claudia Kirch

Comput. Stat., 2010

Fourier Methods for Sequential Change Point Analysis in Autoregressive Models.

Marie Husková, Claudia Kirch, Simos G. Meintanis

Proceedings of the 19th International Conference on Computational Statistics, 2010