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Claudia Kirch
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Citace
Citace
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A MOSUM procedure for the estimation of multiple random change points
B Eichinger, C Kirch
176*2018
Evaluating stationarity via change-point alternatives with applications to fMRI data
JAD Aston, C Kirch
The Annals of Applied Statistics, 2012
137*2012
Detecting and estimating changes in dependent functional data
JAD Aston, C Kirch
Journal of Multivariate Analysis 109, 204-220, 2012
1252012
Detection of changes in multivariate time series with application to EEG data
C Kirch, B Muhsal, H Ombao
Journal of the American Statistical Association 110 (511), 1197-1216, 2015
1172015
TFT-bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain
C Kirch, DN Politis
942011
Changepoints in times series of counts
J Franke, C Kirch, JT Kamgaing
Journal of Time Series Analysis 33 (5), 757-770, 2012
822012
Bootstrapping confidence intervals for the change‐point of time series
M Hušková, C Kirch
Journal of Time Series Analysis 29 (6), 947-972, 2008
702008
Bootstrapping sequential change-point tests for linear regression
M Hušková, C Kirch
Metrika 75 (5), 673-708, 2012
672012
On the detection of changes in autoregressive time series, II. Resampling procedures
M Hušková, C Kirch, Z Prášková, J Steinebach
Journal of Statistical Planning and Inference 138 (6), 1697-1721, 2008
662008
Resampling methods for the change analysis of dependent data
C Kirch
kups.ub.uni-koeln.de, 2006
662006
mosum: Moving sum based procedures for changes in the mean
A Meier, H Cho, C Kirch
R package version 1 (2), 5, 2021
58*2021
Bootstrapping sequential change-point tests
C Kirch
Sequential Analysis 27 (3), 330-349, 2008
552008
On the use of estimating functions in monitoring time series for change points
C Kirch, JT Kamgaing
Journal of Statistical Planning and Inference 161, 25-49, 2015
54*2015
Modified sequential change point procedures based on estimating functions
C Kirch, S Weber
512018
Detecting changes in the covariance structure of functional time series with application to fMRI data
C Stoehr, JAD Aston, C Kirch
Econometrics and Statistics 18, 44-62, 2021
502021
Block permutation principles for the change analysis of dependent data
C Kirch
Journal of Statistical Planning and Inference 137 (7), 2453-2474, 2007
492007
Data segmentation algorithms: Univariate mean change and beyond
H Cho, C Kirch
Econometrics and Statistics 30, 76-95, 2024
472024
High dimensional efficiency with applications to change point tests
JAD Aston, C Kirch
47*2018
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
H Cho, C Kirch
Annals of the Institute of Statistical Mathematics, 1-32, 2022
45*2022
Testing for parameter stability in nonlinear autoregressive models
C Kirch, JT Kamgaing
Journal of Time Series Analysis 33 (3), 365-385, 2012
442012
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Články 1–20