Some comments on quasi-birth-and-death processes and matrix measures.
A New Interpretation of Optimality for E-Optimal Designs in linear Regression Models.
A Note on the Uniform Distribution on the Arcsin Points.
Goodness-of-fit tests in long-range dependent processes under fixed alternatives
In a recent paper Fay and Philippe [6 (2002) 239–258] proposed a goodness-of-fit test for long-range dependent processes which uses the logarithmic contrast as information measure. These authors established asymptotic normality under the null hypothesis and local alternatives. In the present note we extend these results and show that the corresponding test statistic is also normally distributed under fixed alternatives.
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