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 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009325288