Fourier Methods for Sequential Change Point Analysis in Autoregressive Models. - Marie Husková; Claudia Kirch; Simos G. Meintanis (COMPSTAT, 2010)

A note on studentized confidence intervals for the change-point. - Marie Husková; Claudia Kirch (Comput. Stat., 2010)

Detecting and estimating changes in dependent functional data. - John A. D. Aston; Claudia Kirch (J. Multivar. Anal., 2012)

Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models. - Zdenek Hlávka; Marie Husková; Claudia Kirch; Simos G. Meintanis (Commun. Stat. Simul. Comput., 2016)

Bayesian nonparametric analysis of multivariate time series: A matrix Gamma Process approach. - Alexander Meier; Claudia Kirch; Renate Meyer (J. Multivar. Anal., 2020)

mosum: A Package for Moving Sums in Change-Point Analysis. - Alexander Meier; Claudia Kirch; Haeran Cho (J. Stat. Softw., 2021)

Bootstrap confidence intervals for multiple change points based on moving sum procedures. - Haeran Cho; Claudia Kirch (Comput. Stat. Data Anal., 2022)

Editorial for the special issue on Time Series Analysis. - Konstantinos Fokianos; Claudia Kirch; Hernando C. Ombao (Comput. Stat. Data Anal., 2023)

A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series. - Yixuan Liu; Claudia Kirch; Jeong Eun Lee; Renate Meyer (Comput. Stat. Data Anal., 2024)