Prof. Kirch
Prof. Dr. Claudia Kirch
Institut für Mathematische Stochastik (IMST)
2024
Begutachteter Zeitschriftenartikel
Data segmentation algorithms - univariate mean change and beyond
Cho, Haeran; Kirch, Claudia
In: Econometrics and statistics - Amsterdam [u.a.] : Elsevier B.V, Bd. 30 (2024), S. 76-95
Ein Praxisbericht zur Kombination digitaler Elemente mit interaktiven Präsenzzeiten in der Mathematik-Lehre
Aurzada, Frank; Kirch, Claudia; Stoffregen, Niclas
In: Mitteilungen der Deutschen Mathematiker-Vereinigung / Deutsche Mathematiker-Vereinigung - Berlin : DMV, Bd. 31 (2024), Heft 4, S. 220-227
A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series
Liu, Yixuan; Kirch, Claudia; Lee, Jeong Eun; Meyer, Renate
In: Computational statistics & data analysis - Amsterdam : Elsevier Science, Bd. 199 (2024), Artikel 108010, insges. 18 S.
Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces
Gnettner, Felix; Kirch, Claudia; Nieto-Reyes, Alicia
In: Electronic journal of statistics - Ithaca, NY : Cornell University Library, Bd. 18 (2024), Heft 2, S. 3021-3106
The state of cumulative sum sequential changepoint testing 70 years after Page
Aue, Alexander; Kirch, Claudia
In: Biometrika - London : Biometrika Trust, Bd. 111 (2024), Heft 2, S. 367-391
Data segmentation for time series based on a general moving sum approach
Kirch, Claudia; Reckruehm, Kerstin
In: Annals of the Institute of Statistical Mathematics / Tōkei-Sūri-Kenkyūsho - Dordrecht [u.a.] : Springer Science + Business Media B.V, Bd. 76 (2024), Heft 3, S. 393-421
Dissertation
Depth functions for multivariate and functional data - computation and statistical inference
Gnettner, Felix; Kirch, Claudia
In: Magdeburg, Dissertation Otto-von-Guericke-Universität Magdeburg, Fakultät für Mathematik 2024, 108 Seiten [Literaturverzeichnis: Seite 101-107][Literaturverzeichnis: Seite 101-107]
Nicht begutachteter Zeitschriftenartikel
Asymptotic considerations in a Bayesian linear model with nonparametrically modelled time series innovations
Kirch, Claudia; Meier, Alexander; Meyer, Renate; Tang, Yifu
In: Arxiv - Ithaca, NY : Cornell University . - 2024, insges. 36 S.
2023
Begutachteter Zeitschriftenartikel
Posterior consistency for the spectral density of non-Gaussian stationary time series
Tang, Yifu; Kirch, Claudia; Eun Lee, Jeong; Meyer, Renate
In: Scandinavian journal of statistics - Oxford : Wiley-Blackwell, Bd. 50 (2023), Heft 3, S. 1152-1182
Moving sum data segmentation for stochastic processes based on invariance
Kirch, Claudia; Klein, Philipp
In: Statistica Sinica - Taipei : Statistica Sinica, Institute of Statistical Science, Academia Sinica . - 2023, insges. 35 S.
Dissertation
U-statistics for detecting and estimating changes in weakly dependent functional data
Wegner, Lea; Wendler, Martin; Kirch, Claudia
In: Magdeburg: Universitätsbibliothek, Dissertation Otto-von-Guericke-Universität Magdeburg, Fakultät für Mathematik 2023, 1 Online-Ressource (126 Seiten, 1,85 MB) [Literaturverzeichnis: Seite 121-126]
Nicht begutachteter Zeitschriftenartikel
A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series
Liu, Yixuan; Kirch, Claudia; Eun Lee, Jeong; Mayer, Renate
In: De.arxiv.org - [Erscheinungsort nicht ermittelbar] : Arxiv.org . - 2023, Artikel 2306.04966, insges. 45 S.
Variations of the depth based Liu-Singh two-sample test including functional spaces
Gnettner, Felix; Kirch, Claudia; Nieto-Reyes, Alicia
In: De.arxiv.org - [Erscheinungsort nicht ermittelbar] : Arxiv.org . - 2023, Artikel 2308.09869, insges. 56 S.
Bayesian nonparametric spectral analysis of locally stationary processes
Tang, Yifu; Kirch, Claudia; Eun Lee, Jeong; Mayer, Renate
In: De.arxiv.org - [Erscheinungsort nicht ermittelbar] : Arxiv.org . - 2023, Artikel 2303.11561, insges. 65 S.
Scan statistics for the detection of anomalies in M-dependent random fields with applications to image data
Kirch, Claudia; Klein, Philipp; Meyer, Marco
In: De.arxiv.org - [Erscheinungsort nicht ermittelbar] : Arxiv.org . - 2023, Artikel 2311.09961, insges. 56 S.
2022
Begutachteter Zeitschriftenartikel
Editorial for the special issue on Time Series Analysis
Fokianos, Konstantinos; Kirch, Claudia; Ombao, Hernando
In: Computational statistics & data analysis - Amsterdam: Elsevier Science . - 2022
Asymptotic delay times of sequential tests based on U-statistics for early and late change points
Kirch, Claudia; Stoehr, Christina
In: Journal of statistical planning and inference - Amsterdam: North-Holland Publ. Co., Bd. 221 (2022), S. 114-135
Bootstrap confidence intervals for multiple change points based on moving sum procedures
Cho, Haeran; Kirch, Claudia
In: Computational statistics & data analysis - Amsterdam: Elsevier Science, Bd. 175 (2022)
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
Cho, Haeran; Kirch, Claudia
In: Annals of the Institute of Statistical Mathematics/ Tōkei-Sūri-Kenkyūsho - Dordrecht [u.a.]: Springer Science + Business Media B.V, Bd. 74 (2022), 4, S. 653-684
Dissertation
Scan statistics for data segmentation of stochastic processes and anomaly detection in large image data
Klein, Philipp; Kirch, Claudia
In: Magdeburg: Universitätsbibliothek, 2022, 1 Online-Ressource (119 Seiten, 15,75 MB), Illustrationen
Nicht begutachteter Zeitschriftenartikel
Data segmentation for time series based on a general moving sum approach
Kirch, Claudia; Reckruehm, Kerstin
In: De.arxiv.org - [S.l.]: Arxiv.org . - 2022, insges. 36 S.
2021
Begutachteter Zeitschriftenartikel
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
Cho, Haeran; Kirch, Claudia
In: Annals of the Institute of Statistical Mathematics/ Tōkei-Sūri-Kenkyūsho - Dordrecht [u.a.]: Springer Science + Business Media B.V . - 2021, insges. 32 S.
Detecting changes in the covariance structure of functional time series with application to fMRI data
Stoehr, Christina; Aston, John A. D.; Kirch, Claudia
In: Econometrics and statistics - Amsterdam [u.a.]: Elsevier B.V . - 2020
mosum: a package for moving sums in change-point analysis
Meier, Alexander; Kirch, Claudia; Cho, Haeran
In: Journal of statistical software - Los Angeles, Calif.: UCLA, Dept. of Statistics, Bd. 97 (2021), 8, insges. 42 S.
Sequential change point tests based on U-statistics
Kirch, Claudia; Stoehr, Christina
In: Scandinavian journal of statistics - Oxford: Wiley-Blackwell . - 2021, insges. 31 S.
Beyond time series stationarity - smooth and abrupt changes
Kirch, Claudia
In: Dagstuhl Reports/ Schloss Dagstuhl, Leibniz-Zentrum für Informatik - Wadern: Schloss Dagstuhl, Bd. 10 (2021), 4, S. 9-10
Rezension
Alexander G. Tartakovsky (2020): Sequential change detection and hypothesis - general non-i.i.d. stochastic models and asymptotically optimal rules
Kirch, Claudia
In: Statistical papers - Berlin: Springer, 1988, Bd. 62 (2021), S. 1559-1561
Nicht begutachteter Zeitschriftenartikel
Posterior consistency for the spectral density of non-Gaussian stationary time series
Tang, Yifu; Kirch, Claudia; Lee, Jeong Eun; Meyer, Renate
In: De.arxiv.org - [S.l.]: Arxiv.org . - 2021, insges. 33 S.
Asymptotic delay times of sequential tests based on U-statistics for early and late change points
Kirch, Claudia; Stöhr, Christina
In: De.arxiv.org - [S.l.]: Arxiv.org . - 2021, insges. 27 S.
Posterior consistency for the spectral density of non-Gaussian stationary time series
Tang, Yifu; Kirch, Claudia; Lee, Jeong Eun; Meyer, Renate
In: De.arxiv.org - [S.l.]: Arxiv.org . - 2021, insges. 33 S.
Bootstrap confidence intervals for multiple change points based on moving sum procedures
Cho, Haeran; Kirch, Claudia
In: De.arxiv.org - [S.l.]: Arxiv.org . - 2021, insges. 52 S.
Moving sum data segmentation for stochastics processes based on invariance
Kirch, Claudia; Klein, Philipp
In: De.arxiv.org - [S.l.]: Arxiv.org . - 2021, insges. 34 S.
2020
Begutachteter Zeitschriftenartikel
Discussion of Detecting possibly frequent change-points - wild binary eegmentation 2 and steepest-drop model selection
Cho, Haeran; Kirch, Claudia
In: Journal of the Korean Statistical Society/ Han'guk-T'onggye-Hakhoe - Singapore: Springer Singapore . - 2020, insges. 5 S.[Online first]
A novel change-point approach for the detection of gas emission sources using remotely contained concentration data
Eckley, Idris; Kirch, Claudia; Weber, Silke
In: The annals of applied statistics: an official journal of the Institute of Mathematical Statistics - Beachwood, Ohio: Inst. of Mathematical Statistics (IMS), Bd. 14.2020, 3, S. 1258-1284
Bayesian nonparametric analysis of multivariate time series: A matrix Gamma Process approach
Meier, Alexander; Kirch, Claudia; Meyer, Renate
In: Journal of multivariate analysis - Orlando, Fla.: Acad. Press, Volume 175 (2020), article 104560
2019
Dissertation
Estimating multiple structural breaks in time series - a generalized MOSUM approach based on estimating functions
Reckrühm, Kerstin; Kirch, Claudia
In: Magdeburg, 2019, 225 Seiten, Diagramme, 30 cm[Literaturverzeichnis: Seite 221-225]
Sequential change point procedures based on U-statistics and the detection of covariance changes in functional data
Stöhr, Christina; Kirch, Claudia
In: Magdeburg, Dissertation Otto-von-Guericke-Universität Magdeburg, Fakultät für Mathematik 2019, 197 Seiten [Literaturverzeichnis: Seite 193-197][Literaturverzeichnis: Seite 193-197]
Nicht begutachteter Zeitschriftenartikel
Detecting changes in the covariance structure of functional time series with application to fMRI data
Stöhr, Christina; Aston, John A. D.; Kirch, Claudia
In: De.arxiv.org - [S.l.]: Arxiv.org, 2019, Artikel 1903.00288, insgesamt 39 Seiten
Localised pruning for data segmentation based on multiscale change point procedures
Cho, Haeran; Kirch, Claudia
In: De.arxiv.org - [S.l.]: Arxiv.org, 1991, 2019, Artikel 1910.12486, insgesamt 40 Seiten
2018
Begutachteter Zeitschriftenartikel
Beyond whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis
Kirch, Claudia; Edwards, Matthew C.; Meier, Alexander; Meyer, Renate
In: Bayesian analysis - Pittsburgh, PA: Carnegie Mellon Univ., 2006 . - 2018, insges. 37 S.
High dimensional efficiency with applications to change point tests
Aston, John A. D.; Kirch, Claudia
In: Electronic journal of statistics: EJS - Ithaca, NY: Cornell University Library, 2007, Bd. 12.2018, 1, S. 1901-1947
Special Issue with papers from the 3rd workshop on Goodness-of-fit and change-point problems
Henze, N.; Kirch, Claudia; Meintanis, S. G.
In: Metrika: international journal for theoretical and applied statistics - Berlin: Springer, 1958, Bd. 81.2018, 6, S. 587-588
Modified sequential change point procedures based on estimating functions
Kirch, Claudia; Weber, Silke
In: Electronic journal of statistics: EJS - Ithaca, NY: Cornell University Library, 2007, Bd. 12.2018, 1, S. 1579-1613
A MOSUM procedure for the estimation of multiple random change points
Eichinger, Birte; Kirch, Claudia
In: Bernoulli: official journal of the Bernoulli Society for Mathematical Statistics and Probability - Aarhus, 1995, Bd. 24.2018, 1, S. 526-564
Dissertation
A matrix Gamma process and applications to Bayesian analysis of multivariate time series
Meier, Alexander; Kirch, Claudia; Meyer, Renate
In: Magdeburg, 2018, 185 Seiten, Illustrationen[Literaturverzeichnis: Seite [179]-185]
Nicht begutachteter Zeitschriftenartikel
Beyond whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis
Kirch, Claudia; Edwards, Matthew C.; Meier, Alexander; Meyer, Renate
In: De.arxiv.org - [S.l.]: Arxiv.org, 1991 . - 2018, insges. 34 S.
Bayesian nonparametric analysis of multivariate time series - a matrix gamma process Approach
Meier, Alexander; Kirch, Claudia; Meyer, Renate
In: De.arxiv.org - [S.l.]: Arxiv.org, 1991 . - 2018, insges. 40 S.
Efficiency of change point tests in high dimensional settings
Asto, John A. D.; Kirch, Claudia
In: De.arxiv.org - [S.l.]: Arxiv.org, 1991 . - 2018, insges. 37 S.
2017
Begutachteter Zeitschriftenartikel
Moving fourier analysis for locally stationary processes with the bootstrap in view
Häfner, Franziska; Kirch, Claudia
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
Buchbeitrag
Detection of change points in discrete-valued time series
Kirch, Claudia; Kamgaing, Joseph Tadjuidje
In: Handbook of discrete-valued time series - Boca Raton: CRC Press, Taylor & Francis Group, a Chapman & Hall book, S. 219-244, 2016
Begutachteter Zeitschriftenartikel
How much information does dependence between wavelet coefficients contain?
Jentsch, Carsten; Kirch, Claudia
In: Journal of the American Statistical Association: JASA : the premier journal of statistical science - Abingdon: Taylor & Francis, Bd. 111.2016, 515, S. 1330-1345
Bootstrap procedures for online monitoring of changes in autoregressive models
Hlávka, Z.; Hušková, M.; Kirch, Claudia; Meintanis, S. G.
In: Communications in statistics / Simulation and computation - London: Taylor & Francis, Bd. 45.2016, 7, S. 2471-2490
2015
Begutachteter Zeitschriftenartikel
Detection of changes in multivariate time series with application to EEG data
Kirch, Claudia; Muhsal, Birte; Ombao, Hernando
In: Journal of the American Statistical Association: JASA : the premier journal of statistical science - Abingdon: Taylor & Francis, Bd. 110.2015, 511, S. 1197-1216
On the use of estimating functions in monitoring time series for change points
Kirch, Claudia; Tadjuidje Kamgaing, Joseph
In: Journal of statistical planning and inference: JSPI - Amsterdam: North-Holland Publ. Co, Bd. 161.2015, S. 25-49
2014
Begutachteter Zeitschriftenartikel
Fourier-type tests involving martingale difference processes
Hlávka, Zdeněk; Hušková, Marie; Kirch, Claudia; Meintanis, Simos G.
In: Econometric reviews - New York, NY: Dekker, 1982 . - 2014
- Prof. Dr. Renate Meyer, University of Auckland, New Zealand
- Dr. Alexander Meier
- Dr. Christina Stöhr (Ruhr-Universität Bochum)
- Dr. Haeran Cho, University of Bristol, UK
- Dr. Katja Schladitz, Fraunhofer ITWM
- Dr. Kerstin Reckrühm
- Dr. Stefanie Schwaar, ITWM Kaiserslautern
- Idris Eckley, University of Lancaster, UK
- Jeong Eun Lee, University of Auckland, New Zealand
- Prof. Dr. Alicia Nieto-Reyes (University of Cantabria, Santander)
- Prof. Dr. Claudia Redenbach, TU Kaiserslautern
- Prof. Dr. Evgeny Spondarev, Universität Ulm
- Prof. Dr. John Aston, University of Cambridge
- Silke Weber, KIT
- Sowie diversen Industriepartnern
- Yifu Tang, University of Auckland
- Yixuan Liu