Discussion of 'Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection'
Methodology
2020-07-03 v2
Abstract
We discuss the theoretical guarantee provided by the WBS2.SDLL proposed in Fryzlewicz (2020) and explore an alternative, MOSUM-based candidate generation method for the SDLL.
Cite
@article{arxiv.2006.14273,
title = {Discussion of 'Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection'},
author = {Haeran Cho and Claudia Kirch},
journal= {arXiv preprint arXiv:2006.14273},
year = {2020}
}