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, Volume 23, Issue 2, pp 270–275 | Cite as

Comments on: Extensions of some classical methods in change point analysis

  • Claudia KirchEmail author
Discussion

First, I would like to congratulate the authors on a very nice review on recent advances in change point analysis. Such a survey is certainly an invaluable contribution for the statistical community. Even though it is an impossible task to shed detailed light on all aspects of recent papers in that area without writing a book, I would like to complement the review in two points, namely change point procedures for count time series as well as resampling methods in change point analysis, which have only been mentioned in passing in the above article. Furthermore, I would like to draw the attention of the interested reader to a recent survey-like article of Hušková and Hlávka (2012), which gives a very detailed review of many new articles concerned with sequential testing as discussed in Section 5 of the above paper.

Change point tests for count time series

Many data sets of interest consist of values on the integers such as binary data (Has there been rainfall in a certain period of...

Keywords

Change Point Partial Likelihood Change Point Analysis Empirical Characteristic Function Change Point Test 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Notes

Acknowledgments

The position of the author was financed by the Stifterverband für die deutsche Wissenschaft by funds of the Claussen-Simon-trust.

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Copyright information

© Sociedad de Estadística e Investigación Operativa 2014

Authors and Affiliations

  1. 1.Karlsruhe Institute of Technology (KIT)Institute of StochasticsKarlsruheGermany

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