论文标题
频繁或系统的更改？讨论“检测可能频繁的变更点：野生二元分割2和最陡峭的模型选择”。
Frequent or Systematic Changes? discussion on "Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection."
论文作者
论文摘要
我们讨论了Fryzlewicz（2020）提出了WBS2.SDLL方法来检测系列平均值的频繁变化。我们的重点是与模型错误指定有关的潜在问题。我们提出了一些数值示例，例如自启动阈值自重新测试和单位根过程，这些示例可以作为常见的更改点模型混淆。
We discuss Fryzlewicz's (2020) that proposes WBS2.SDLL approach to detect possibly frequent changes in mean of a series. Our focus is on the potential issues related to the model misspecification. We present some numerical examples such as the self-exciting threshold autoregression and the unit root process, that can be confused as a frequent change-points model.
