Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data
Year of publication: |
2011
|
---|---|
Authors: | Munk, Axel ; Stockis, Jean-Pierre ; Valeinis, Janis ; Giese, Götz |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 63.2011, 5, p. 939-959
|
Publisher: |
Springer |
Subject: | Neyman’s smooth test | Goodness-of-fit | Strongly mixing process | Implied volatility |
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