Comments on: Extensions of some classical methods in change point analysis
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...
KeywordsChange Point Partial Likelihood Change Point Analysis Empirical Characteristic Function Change Point Test
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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