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

Axel Munk (), Jean-Pierre Stockis (), Janis Valeinis () and Götz Giese ()

Annals of the Institute of Statistical Mathematics, 2011, vol. 63, issue 5, 939-959

Keywords: Neyman’s smooth test; Goodness-of-fit; Strongly mixing process; Implied volatility (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s10463-009-0260-2

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