Discussion of 'Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection'

06/25/2020
by   Haeran Cho, et al.
0

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.

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