Comments on: Extensions of some classical methods in change point analysis

Abstract

First, I would like to congratulate the authors on a very nice review on recent advances in change point analysis. Such a survey is certainly an invaluable contribution for the statistical community. Even though it is an impossible task to shed detailed light on all aspects of recent papers in that areawithoutwriting a book, I would like to complement the review in two points, namely change point procedures for count time series as well as resampling methods in change point analysis, which have only been mentioned in passing in the above article. Furthermore, I would like to draw the attention of the interested reader to a recent survey-like article of Huskova and Hlavka (2012), which gives a very detailed review of many new articles concerned with sequential testing as discussed in Section 5 of the above paper.