104 citations · 247 across the 19 of their papers we have counts for
20 papers
Asymptotic considerations in a Bayesian linear model with nonparametrically modelled time series innovations
Claudia Kirch, Alexander Meier, Renate Meyer +1
This paper considers a semiparametric approach within the general Bayesian linear model where the innovations consist of a stationary, mean zero Gaussian time series. While a param…
Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces
Felix Gnettner, Claudia Kirch, Alicia Nieto-Reyes
Statistical depth functions provide measures of the outlyingness, or centrality, of the elements of a space with respect to a distribution. It is a nonparametric concept applicable…
A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series
Yixuan Liu, Claudia Kirch, Jeong Eun Lee +1
This paper presents a novel approach to Bayesian nonparametric spectral analysis of stationary multivariate time series. Starting with a parametric vector-autoregressive model, the…
Bayesian nonparametric spectral analysis of locally stationary processes
Yifu Tang, Claudia Kirch, Jeong Eun Lee +1
Based on a novel dynamic Whittle likelihood approximation for locally stationary processes, a Bayesian nonparametric approach to estimating the time-varying spectral density is pro…
Data Segmentation for Time Series Based on a General Moving Sum Approach
Claudia Kirch, Kerstin Reckruehm
In this paper we propose new methodology for the data segmentation, also known as multiple change point problem, in a general framework including classic mean change scenarios, cha…
Bootstrap confidence intervals for multiple change points based on moving sum procedures
Haeran Cho, Claudia Kirch
The problem of quantifying uncertainty about the locations of multiple change points by means of confidence intervals is addressed. The asymptotic distribution of the change point…