Prof. Kirch

Prof. Dr. Claudia Kirch

Fakultät für Mathematik (FMA)
Institut für Mathematische Stochastik (IMST)
Universitätsplatz 2, 39106, Magdeburg, G18-422
Publikationen

2019

Dissertation

Reckrühm, Kerstin;  Kirch, Claudia [AkademischeR BetreuerIn] 

Estimating multiple structural breaks in time series - a generalized MOSUM approach based on estimating functions
In: Magdeburg, 2019, 225 Seiten, Diagramme, 30 cm ; [Literaturverzeichnis: Seite 221-225]

Stöhr, Christina;  Kirch, Claudia [AkademischeR BetreuerIn] 

Sequential change point procedures based on U-statistics and the detection of covariance changes in functional data
In: Magdeburg, 2019, 197 Seiten, Illustrationen, 30 cm ; [Literaturverzeichnis: Seite 193-197]

2018

Begutachteter Zeitschriftenartikel

Eichinger, Birte;  Kirch, Claudia 

A MOSUM procedure for the estimation of multiple random change points
In: Bernoulli: official journal of the Bernoulli Society for Mathematical Statistics and Probability - Aarhus, Bd. 24.2018, 1, S. 526-564

Kirch, Claudia;  Edwards, Matthew C.;  Meier, Alexander;  Meyer, Renate 

Beyond whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis
In: Bayesian analysis - Pittsburgh, PA: Carnegie Mellon Univ, insges. 37 S., 2018

Aston, John A. D.;  Kirch, Claudia 

High dimensional efficiency with applications to change point tests
In: Electronic journal of statistics: EJS - Ithaca, NY: Cornell University Library, Bd. 12.2018, 1, S. 1901-1947

Kirch, Claudia;  Weber, Silke 

Modified sequential change point procedures based on estimating functions
In: Electronic journal of statistics: EJS - Ithaca, NY: Cornell University Library, Bd. 12.2018, 1, S. 1579-1613

Henze, N.;  Kirch, Claudia;  Meintanis, S. G. 

Special Issue with papers from the 3rd workshop on Goodness-of-fit and change-point problems
In: Metrika: international journal for theoretical and applied statistics - Berlin: Springer, Bd. 81.2018, 6, S. 587-588

Dissertation

Meier, Alexander;  Kirch, Claudia [GutachterIn];  Meyer, Renate [GutachterIn] 

A matrix Gamma process and applications to Bayesian analysis of multivariate time series
In: Magdeburg, 2018, 185 Seiten, Illustrationen ; [Literaturverzeichnis: Seite [179]-185]

Nicht begutachteter Zeitschriftenartikel

Meier, Alexander;  Kirch, Claudia;  Meyer, Renate 

Bayesian nonparametric analysis of multivariate time series - a matrix gamma process Approach
In: De.arxiv.org - [S.l.]: Arxiv.org, insges. 40 S., 2018

Kirch, Claudia;  Edwards, Matthew C.;  Meier, Alexander;  Meyer, Renate 

Beyond whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis
In: De.arxiv.org - [S.l.]: Arxiv.org, insges. 34 S., 2018

Graßhoff, Ulrike;  Holling, Heinz;  Schwabe, Rainer 

D-optimal design for the rasch counts model with multiple binary predictors
In: De.arxiv.org - [S.l.]: Arxiv.org, insges. 13 S., 2018

Asto, John A. D.;  Kirch, Claudia 

Efficiency of change point tests in high dimensional settings
In: De.arxiv.org - [S.l.]: Arxiv.org, insges. 37 S., 2018

2017

Begutachteter Zeitschriftenartikel

Häfner, Franziska;  Kirch, Claudia 

Moving fourier analysis for locally stationary processes with the bootstrap in view
In: Journal of time series analysis: a journal sponsored by the Bernoulli Society for Mathematical Statistics and Probability - Oxford [u.a.]: Wiley-Blackwell, Bd. 38.2017, 6, S. 895-922

2016

Begutachteter Zeitschriftenartikel

Hlávka, Z.;  Hušková, M.;  Kirch, Claudia;  Meintanis, S. G. 

Bootstrap procedures for online monitoring of changes in autoregressive models
In: Communications in statistics / Simulation and computation - London: Taylor & Francis, Bd. 45.2016, 7, S. 2471-2490

Jentsch, Carsten;  Kirch, Claudia 

How much information does dependence between wavelet coefficients contain?
In: Journal of the American Statistical Association: JASA ; the premier journal of statistical science/ American Statistical Association - Abingdon: Taylor & Francis, Bd. 111.2016, 515, S. 1330-1345

Buchbeitrag

Kirch, Claudia;  Kamgaing, Joseph Tadjuidje 

Detection of change points in discrete-valued time series
In: Handbook of discrete-valued time series - Boca Raton: CRC Press, Taylor & Francis Group, a Chapman & Hall book, S. 219-244, 2016

2015

Begutachteter Zeitschriftenartikel

Kirch, Claudia;  Muhsal, Birte;  Ombao, Hernando 

Detection of changes in multivariate time series with application to EEG data
In: Journal of the American Statistical Association: JASA : the premier journal of statistical science - Abingdon: Taylor & Francis, Bd. 110.2015, 511, S. 1197-1216

Kirch, Claudia;  Tadjuidje Kamgaing, Joseph 

On the use of estimating functions in monitoring time series for change points
In: Journal of statistical planning and inference: JSPI - Amsterdam: North-Holland Publ. Co, Bd. 161.2015, S. 25-49

2014

Begutachteter Zeitschriftenartikel

Hlávka, Zdeněk;  Hušková, Marie;  Kirch, Claudia;  Meintanis, Simos G. 

Fourier-type tests involving martingale difference processes
In: Econometric reviews - New York, NY: Dekker, 2014

Kooperationen
  • Prof. Dr. Renate Meyer, University of Auckland, New Zealand
  • Dr. Stefanie Schwaar, ITWM Kaiserslautern
  • Idris Eckley, University of Lancaster, UK
  • Prof. Dr. John Aston, University of Cambridge
  • Silke Weber, KIT
  • Dr. Haeran Cho, University of Bristol, UK
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Letzte Änderung: 22.08.2018 - Ansprechpartner: Webmaster