Discussion to the paper: A review of testing procedures based on the empirical characteristic function by Simos G. Meintanis

Abstract

In this discussion I would like to bring an attention to another class of procedures based on the ECFs(empirical characteristic functions) in change point analysis that is a class statistical procedures for detection of instabilities in various statistical models based on a a functionals of the ECFs

Keywords

• empirical chaecteristic function
• tests for instabilities
• changes