Claudia Kirch
TitleCited byYear
Evaluating stationarity via change-point alternatives with applications to fMRI data
JAD Aston, C Kirch
The Annals of Applied Statistics, 2012
74*2012
TFT-bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain
C Kirch, DN Politis
The Annals of Statistics 39 (3), 1427-1470, 2011
662011
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
572008
Detecting and estimating changes in dependent functional data
JAD Aston, C Kirch
Journal of Multivariate Analysis 109, 204-220, 2012
492012
Resampling methods for the change analysis of dependent data
C Kirch
kups.ub.uni-koeln.de, 2006
482006
Changepoints in times series of counts
J Franke, C Kirch, JT Kamgaing
Journal of Time Series Analysis 33 (5), 757-770, 2012
452012
Bootstrapping sequential change-point tests for linear regression
M Hušková, C Kirch
Metrika 75 (5), 673-708, 2012
432012
Bootstrapping confidence intervals for the change‐point of time series
M Hušková, C Kirch
Journal of Time Series Analysis 29 (6), 947-972, 2008
432008
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
412015
A MOSUM procedure for the estimation of multiple random change points
B Eichinger, C Kirch
Bernoulli 24 (1), 526-564, 2018
38*2018
Block permutation principles for the change analysis of dependent data
C Kirch
Journal of Statistical Planning and Inference 137 (7), 2453-2474, 2007
372007
Bootstrapping sequential change-point tests
C Kirch
Sequential Analysis 27 (3), 330-349, 2008
292008
Monitoring changes in the error distribution of autoregressive models based on Fourier methods
Z Hlávka, M Hušková, C Kirch, SG Meintanis
Test 21 (4), 605-634, 2012
262012
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
25*2015
Permutation principles for the change analysis of stochastic processes under strong invariance
C Kirch, J Steinebach
Journal of computational and applied mathematics 186 (1), 64-88, 2006
242006
High dimensional efficiency with applications to change point tests
JAD Aston, C Kirch
Electronic Journal of Statistics 12 (1), 1901-1947, 2018
22*2018
Testing for parameter stability in nonlinear autoregressive models
C Kirch, JT Kamgaing
Journal of Time Series Analysis 33 (3), 365-385, 2012
222012
A note on studentized confidence intervals for the change-point
M Hušková, C Kirch
Computational Statistics 25 (2), 269-289, 2010
222010
Detection of change points in discrete valued time series
C Kirch, JT Kamgaing
Handbook of discrete valued time series, 219-244, 2015
192015
Resampling in the frequency domain of time series to determine critical values for change-point tests
C Kirch
Statistics & Decisions 25 (3/2007), 237-261, 2007
142007
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Articles 1–20