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Comments on: “Extensions of some classical methods in change point analysis”. (English) Zbl 1305.62312
Summary: First of all, we would like to congratulate and to thank L. Horváth and G. Rice [Test 23, No. 2, 219–255 (2014; Zbl 1305.62310)] 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.

62M07 Non-Markovian processes: hypothesis testing
60F17 Functional limit theorems; invariance principles
62L20 Stochastic approximation
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P20 Applications of statistics to economics
62F05 Asymptotic properties of parametric tests
62P12 Applications of statistics to environmental and related topics
wbs; basta
Full Text: DOI
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