Claudia Kirch
Statistics and Probability · 2006–2018
A researcher in the Science corpus: 8 papers; trusts 36 researchers and is trusted by 12 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 40 citations into it; #2,695 of 12,932 by trust here, #4,809 by citations
- Finance — 21 citations into it; #4,873 of 10,518 by trust here, #5,938 by citations
- Economics and Econometrics — 15 citations into it; #9,496 of 23,481 by trust here, #18,597 by citations
- Artificial Intelligence — 13 citations into it
- Management Science and Operations Research — 11 citations into it; #2,629 of 11,946 by trust here, #7,638 by citations
- Control and Systems Engineering — 9 citations into it
Whom Claudia Kirch trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Dimitris Nicolas Politis
- Marie Husková
- Simon J. Sheather
- Efstathios Paparoditis
- Hans R. Künsch
- Lajos Horv'ath
- Peter J. Brockwell
- Richard A. Davis
- Jens-Peter Kreiss
- Xiaofeng Shao
Who trusts Claudia Kirch overall
- Marie Husková
- Alexander Aue
- Haeran Cho
- Lajos Horv'ath
- Sangyeol Lee
- Valeriy Avanesov
- Jens-Peter Kreiss
- Gregory Rice
- Jiwon Kang
- Zuzana Prásková
Papers from Claudia Kirch's perspective
Ordered by how strongly the researchers Claudia Kirch trusts endorse each paper. Same corpus, a different order for every researcher.
- Mixing: Properties and Examples
- Time Series: Theory and Methods (2nd ed.).
- Estimating the Dimension of a Model
- The Jackknife and the Bootstrap for General Stationary Observations
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Generalized autoregressive conditional heteroskedasticity
- Asymptotic spectral theory for nonlinear time series
- Martingale Limit Theory and Its Application
- The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence
- A Sieve Bootstrap For The Test Of A Unit Root
Their papers
- On the detection of changes in autoregressive time series, II. Resampling procedures (2008) — 83 citations
- Bootstrapping Sequential Change-Point Tests (2008) — 47 citations
- TFT-bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain (2011) — 86 citations
- Bootstrapping sequential change-point tests for linear regression (2012) — 64 citations
- A MOSUM procedure for the estimation of multiple random change points (2018) — 146 citations
- Changepoints in times series of counts (2012) — 75 citations
- Bootstrapping confidence intervals for the change‐point of time series (2007) — 61 citations
- Resampling Methods for the Change Analysis of Dependent Data (2006) — 59 citations