Kirch, Claudia
- Sequential change point tests based on U-statistics
2019/12/18 by Claudia Kirch, Christina Stoehr, Kirch, Claudia +1 · 4 citations
Decision Sciences · Mathematics · #62L10 #Advanced Statistical Process Monitoring #FOS: Mathematics #Statistical Methods and Inference #Statistical Methods in Clinical Trials #Statistics Theory (math.ST)
- Data segmentation algorithms: Univariate mean change and beyond
2020/12/23 by Haeran Cho, Claudia Kirch, Cho, Haeran +1 · 3 citations
Mathematics · Biochemistry, Genetics and Molecular Biology · #Statistical Methods and Inference #Metabolomics and Mass Spectrometry Studies #Statistical and numerical algorithms
- Bootstrap confidence intervals for multiple change points based on moving sum procedures
2021/06/24 by Haeran Cho, Cho, Haeran, Claudia Kirch +1 · 3 citations
Mathematics · #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Methods and Inference
- Beyond Whittle: Nonparametric correction of a parametric likelihood with\n a focus on Bayesian time series analysis
2017/01/17 by Claudia Kirch, Kirch, Claudia, M. C. Edwards +5 · 2 citations
Economics, Econometrics and Finance · Environmental Science · Mathematics · #62M10 #62M15 #Climate variability and models #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Statistical and numerical algorithms
- Asymptotic delay times of sequential tests based on U-statistics for early and late change points
2020/03/19 by Claudia Kirch, Kirch, Claudia, Christina Stoehr +1 · 2 citations
Decision Sciences · Mathematics · #Advanced Statistical Process Monitoring #FOS: Mathematics #Optimal Experimental Design Methods #Statistical Distribution Estimation and Applications #Statistics Theory (math.ST)
- Efficiency of change point tests in high dimensional settings
2014/09/05 by John A. D. Aston, Claudia Kirch, Aston, John A. D. +1 · 2 citations
Economics, Econometrics and Finance · Mathematics · #62M10 #FOS: Mathematics #Global trade and economics #Spatial and Panel Data Analysis #Statistical Methods and Inference #Statistics Theory (math.ST)
- Detecting changes in the covariance structure of functional time series with application to fMRI data
2019/03/01 by Stoehr, Christina, Aston, John A D, Kirch, Claudia · 2 citations
#62P10 #Applications (stat.AP) #FOS: Computer and information sciences
- Scan statistics for the detection of anomalies in M-dependent random fields with applications to image data
2023/11/16 by Kirch, Claudia, Klein, Philipp, Meyer, Marco · 2 citations
#60F05 #62G10 #62P30 #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
- Bayesian Nonparametric Analysis of Multivariate Time Series: A Matrix\n Gamma Process Approach
2018/11/26 by Alexander Meier, Claudia Kirch, Meier, Alexander +3 · 1 citation
Chemistry · Computer Science · Mathematics · #60G57 #62M10 #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #Methodology (stat.ME) #Primary 62G20 #Spectroscopy and Chemometric Analyses #Statistical Methods and Bayesian Inference #secondary 60G15
- Asymptotic considerations in a Bayesian linear model with nonparametrically modelled time series innovations
2024/09/24 by Claudia Kirch, Kirch, Claudia, Alexander Meier +5 · 1 citation
Computer Science · Mathematics · #62F15 #62G86 #62M10 #Bayesian Methods and Mixture Models #FOS: Mathematics #Statistical Methods and Inference #Statistics Theory (math.ST)