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

∙

share

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.