经常性或系统性变化？关于“检测可能频繁的变化点：野生二进制分割2和最陡下降模型选择"的讨论。"
Frequent or Systematic Changes? discussion on "Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection."
摘要：
我们讨论了Fryzlewicz（2020）提出的WBS2.SDLL方法来检测一系列均值的可能频繁变化。我们的重点是与模型错误相关的潜在问题。我们提出了一些数值例子，如自激阈值自回归和单位根过程，这可能会被混淆为一个频繁的变点模型。
英文摘要：
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.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
