Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Two tests for sequential detection of a change-point in a nonlinear
  model   In this paper, two tests, based on CUSUM of the residuals and least squares
estimation, are studied to detect in real time a change-point in a nonlinear
model. A first test statistic is proposed by extension of a method already used
in the literature but for the linear models. It is tested the null hypothesis,
at each sequential observation, that there is no change in the model against a
change presence. The asymptotic distribution of the test statistic under the
null hypothesis is given and its convergence in probability to infinity is
proved when a change occurs. These results will allow to build an asymptotic
critical region. Next, in order to decrease the type I error probability, a
bootstrapped critical value is proposed and a modified test is studied in a
similar way. Simulation results, using Monte-Carlo technique, for nonlinear
models which have numerous applications, investigate the properties of the two
statistic tests.

34
The categories of this paper are: chem-ph
32
The categories of this paper are: atom-ph
6
The categories of this paper are: astro-ph
37
The categories of this paper are: supr-con
14
The categories of this paper are: math-ph
7
The categories of this paper are: hep-th
35
The categories of this paper are: mtrl-th
3
The categories of this paper are: physics
25
The categories of this paper are: patt-sol
15
The categories of this paper are: nucl-ex
5
The categories of this paper are: gr-qc
9
The categories of this paper are: nlin
30
The categories of this paper are: q-alg
11
The categories of this paper are: hep-lat
23
The categories of this paper are: solv-int
29
The categories of this paper are: funct-an