Frequent or systematic changes? discussion on “Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection.”
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DOI: 10.1007/s42952-020-00078-1
Abstract: We discuss Fryzlewicz’s paper that proposes WBS2.SDLL approach to detect possibly frequent changes in mean of a series. Our focus is on the potential issues related to the model misspecification. We present some numerical examples… read more here.
Keywords: frequent systematic; possibly frequent; change points; frequent change ... See more keywords