Discussion of "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong

Discussion of "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong [arXiv:1104.3073]Comment: Published in at http://dx.doi.org/10.1214/11-STS345B the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org