First of all, we would like to congratulate and to thank Lajos Horváth and Gregory Rice 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...

We develop a procedure for monitoring changes in the error distribution of autoregressive time series while controlling the overall size of the sequential test. The proposed procedure, unlike standard procedures which are also referred to, utilizes the empirical characteristic function of...