Claudia Kirch

Available identifiers

zbMath Open kirch.claudiaMaRDI QIDQ432319

List of research outcomes

Publication	Date of Publication	Type
Moving Sum Data Segmentation for Stochastic Processes Based on Invariance	2023-11-09	Paper
Posterior consistency for the spectral density of non‐Gaussian stationary time series	2023-10-11	Paper
Bootstrap confidence intervals for multiple change points based on moving sum procedures	2022-11-01	Paper
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence	2022-10-25	Paper
Sequential change point tests based on U‐statistics	2022-10-06	Paper
Bootstrap confidence intervals for multiple change points based on moving sum procedures	2022-09-14	Paper
Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points	2022-07-20	Paper
Data Segmentation for Time Series Based on a General Moving Sum Approach	2022-07-15	Paper
Fourier–type tests involving martingale difference processes	2022-06-07	Paper
Discussion of `Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection'	2022-04-27	Paper
Book review of: A. G. Tartakovsky, Sequential change detection and hypothesis testing. General non-i.i.d. stochastic models and asymptotically optimal rules	2022-01-07	Paper
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence	2021-09-25	Paper
A novel change-point approach for the detection of gas emission sources using remotely contained concentration data	2021-08-04	Paper
Fourier Methods for Sequential Change Point Analysis in Autoregressive Models	2020-07-14	Paper
Asymptotic delay times of sequential tests based on U-statistics for early and late change points	2020-03-19	Paper
Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach	2020-02-05	Paper
Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis	2020-01-29	Paper
High dimensional efficiency with applications to change point tests	2018-06-15	Paper
Modified sequential change point procedures based on estimating functions	2018-05-28	Paper
A MOSUM procedure for the estimation of multiple random change points	2018-02-01	Paper
Moving Fourier Analysis for Locally Stationary Processes with the Bootstrap in View	2017-12-01	Paper
Detection of Changes in Multivariate Time Series With Application to EEG Data	2017-10-13	Paper
A MOSUM procedure for the estimation of multiple random change points	2017-09-21	Paper
Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models	2016-09-16	Paper
On the use of estimating functions in monitoring time series for change points	2015-05-15	Paper
Comments on: ``Extensions of some classical methods in change point analysis	2015-01-29	Paper
A uniform central limit theorem for neural network-based autoregressive processes with applications to change-point analysis	2014-12-22	Paper
Testing for parameter stability in nonlinear autoregressive models	2014-11-26	Paper
Efficiency of change point tests in high dimensional settings	2014-09-05	Paper
Changepoints in times series of counts	2014-02-25	Paper
Monitoring changes in the error distribution of autoregressive models based on Fourier methods	2013-04-10	Paper
Evaluating stationarity via change-point alternatives with applications to fMRI data	2013-03-05	Paper
Bootstrapping sequential change-point tests for linear regression	2013-02-06	Paper
Detecting and estimating changes in dependent functional data	2012-07-04	Paper
TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain	2011-09-14	Paper
A note on Studentized confidence intervals for the change-point	2011-04-06	Paper
https://portal.mardi4nfdi.de/entity/Q3562793	2010-05-28	Paper
Bootstrapping confidence intervals for the change-point of time series	2010-04-22	Paper
Bootstrapping Sequential Change-Point Tests	2008-09-30	Paper
Resampling in the frequency domain of time series to determine critical values for change-point tests	2008-05-05	Paper
On the detection of changes in autoregressive time series. II: Resampling procedures	2008-03-28	Paper
Block permutation principles for the change analysis of dependent data	2007-10-26	Paper
Permutation principles for the change analysis of stochastic processes under strong invariance	2005-11-01	Paper

Research outcomes over time

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