Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data

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dc.contributor.authorMunk, Axel
dc.contributor.authorStockis, Jean-Pierre
dc.contributor.authorValeinis, Janis
dc.contributor.authorGiese, Götz
dc.date.accessioned2015-11-20T19:51:25Z
dc.date.available2015-11-20T19:51:25Z
dc.date.issued2011
dc.identifier.doi10.1007/s10463-009-0260-2
dc.identifier.urihttp://www.springerlink.com/content/t253473k203t8258/fulltext.pdf
dc.identifier.urihttps://dspace.lu.lv/dspace/handle/7/31154
dc.language.isoengen_US
dc.publisherSpringeren_US
dc.relation.ispartofseriesAnnals of the Institute of Statistical Mathematics;Vol.63, N 5 (2011)
dc.rightsinfo:eu-repo/semantics/restrictedAccessen_US
dc.subjectResearch Subject Categories::MATHEMATICSen_US
dc.subjectNeyman’s smooth testen_US
dc.subjectGoodness-of-fiten_US
dc.subjectStrongly mixing processen_US
dc.subjectImplied volatilityen_US
dc.titleNeyman smooth goodness-of-fit tests for the marginal distribution of dependent dataen_US
dc.typeinfo:eu-repo/semantics/articleen_US
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