Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data
Date
2011
Authors
Munk, Axel
Stockis, Jean-Pierre
Valeinis, Janis
Giese, Götz
Journal Title
Journal ISSN
Volume Title
Publisher
Springer
Abstract
Description
Keywords
Research Subject Categories::MATHEMATICS , Neyman’s smooth test , Goodness-of-fit , Strongly mixing process , Implied volatility