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Institut für Stochastik

Sekretariat
Allianz-Gebäude (05.20)
Zimmer 5A-23 und 5A-22

Adresse
Karlsruher Institut für Technologie
Institut für Stochastik

Kaiserstraße 89
D-76133 Karlsruhe

Postadresse:
D-76128 Karlsruhe

Öffnungszeiten:
Mo-Fr 10:00 - 12:00

Tel.: +49 721 608 43270/43265

Fax.: +49 721 608 46066

Publikationen (Claudia Kirch)

Veröffentlichungen in referierten Zeitschriften
  • Evaluating stationarity via change-point alternatives with applications to fMRI data. Ann. Appl. Statist. (with J. Aston), accepted for publication in 2012. A preprint version can be found at CRiSM.
  • Detecting and estimating epidemic changes in dependent functional data. J. Multiv. Anal., 109:204-220, 2012 (with J. Aston). The final publication is available at ScienceDirect.com.
  • Changepoints in time series of counts. J. Time Ser. Anal., accepted for publication in 2011 (with J. Franke, J. Tadjuidje Kamgaing) (Preprint) The final publication is available as Early View.
  • Testing for parameter stability in nonlinear autoregressive models. J. Time Ser. Anal., 33:365-385, 2012 (with J. Tadjuidje Kamgaing). (Preprint) The final publication is available at Wiley.
  • Monitoring changes in the error distribution of autoregressive models based on Fourier methods. TEST, accepted for publication in 2011 (with Z. Hlávka, M. Hušková, S. Meintanis). (Preprint) The final publication is available at www.springerlink.com.
  • TFT-Bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain. Ann. Statist., 39:1427-1470, 2011 (with D. N. Politis). (Paper) (Supplement (detailed proofs))
  • Bootstrapping sequential change-point tests for linear regression. Metrika, accepted for publication in 2011 (with M. Hušková). (Preprint) The final publication is available at www.springerlink.com.
  • A note on studentized confidence intervals for the change-point. Comput. Statist., 25:269-289, 2010 (with M. Hušková). (Preprint)(Corrections) The final publication is available at www.springerlink.com.
  • Bootstrapping confidence intervals for the change-point of time-series. J. Time Ser. Anal., 29:947-972, 2008 (with M. Hušková). (Preprint on arXiv)
  • Bootstrapping sequential change-point tests. Seq. Anal., 27:330-349, 2008. (Paper)(Preprint)
  • On the detection of changes in autoregressive time series, II. Resampling procedures. J. Statist. Plann. Inference, 138:1697-1721, 2008 (with M. Hušková, Z. Prašková, J. Steinebach). (Preprint)
  • Resampling in the frequency domain of time series to determine critical values for change-point tests. Statistics and Decision, 25:237-261, 2007. (Preprint)
  • Block permutation principles for the change analysis of dependent data. J. Statist. Plann. Inference, 137:2453-2474, 2007. (Preprint)
  • Permutation principles for the change analysis of stochastic processes under strong invariance. J. Comput. Appl. Math, 186:64-88, 2006 (with J. Steinebach). (Preprint)

Tagungsbeiträge
  • Power analysis for functional change point detection (mit J. Aston). Recent advances in functional data analysis and related topics, selected papers from the 2nd International Workshop on Functional and Operatorial Statistics, 23–26, Contrib. Statist., Physica-Verlag/Springer, Heidelberg, 2011.
  • Fourier methods for sequential change point analysis in autoregressive models (mit M. Hušková, S. Meintanis). Compstat 2010 conference proceedings, 8 pages, 2010
  • Bootstrapping Sequential Change-Point Tests (mit M. Hušková). Proceedings of 2nd International Workshop in Sequential Methodologies, 6 pages, 2009.
  • Resampling Methods in Change-Point Analysis. Oberwolfach Reports, in 'Mini-Workshop: Time Series with Sudden Structural Changes', 5:557–586, 2008.
  • Resampling Methods for the Change Analysis of Dependent Data. Proceedings of the 15th European Young Statisticians Meeting, 5 pages, 2007.
  • Bootstrapping in the Frequency Domain of Time Series to Determine Critical Values for Change-Point Tests. Silesian Statistical Review, 4 (10), 132-134, 2005.

Preprints
  • Bootstrap procedures for sequential change point analysis in autoregressive models (with Z. Hlávka, M. Hušková, S. Meintanis). (Preprint)
  • A uniform central limit theorem for neural network based autoregressive processes with applications to change-point analysis (with J. Tadjuidje Kamgaing) (Preprint)

Qualifikationsarbeiten
  • Resampling Methods for the Change Analysis of Dependent Data. Dissertation, Universität zu Köln, Juni 2006. (Referees: J. Steinebach (Köln), W. Wefelmeyer (Köln), M. Hušková (Prag)).
  • Permutationsprinzipien in der Changepoint-Analyse. Diplomarbeit, Philipps-Universität Marburg, Juli 2003. (Referees: J. Steinebach (Köln), V. Mammitzsch (Marburg))