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

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  • Marie Hušková
  • Zuzana Prášková

Abstract

First of all, we would like to congratulate and to thank Lajos Horváth and Gregory Rice for providing an excellent overview of a recent development in the area of change point. This area is developing quite fast with many new procedures, many new theoretical results and many applications. We appreciate that the paper brings extension of existing empirical processes techniques to time series and numerical examples giving the performance for finite sample setups as well as demonstrations of the discussed methods on real data. In the following, we would like to make several remarks on the topics that were discussed in the paper only very briefly. Copyright Sociedad de Estadística e Investigación Operativa 2014

Suggested Citation

  • Marie Hušková & Zuzana Prášková, 2014. "Comments on: Extensions of some classical methods in change point analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(2), pages 265-269, June.
    • Handle: RePEc:spr:testjl:v:23:y:2014:i:2:p:265-269
    DOI: 10.1007/s11749-014-0373-7
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    References listed on IDEAS

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