4 citations · 7 across the 2 of their papers we have counts for
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stat.ME2022★ 4 cited
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…
stat.ME2017★ 3 cited
Beyond Whittle: Nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis
Claudia Kirch, Matthew C. Edwards, Alexander Meier +1
The Whittle likelihood is widely used for Bayesian nonparametric estimation of the spectral density of stationary time series. However, the loss of efficiency for non-Gaussian time…