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

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Valeinis_Munk_Stockis_2011.pdf (288.22 KB)

Date

2011

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Springer

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eng

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Research Subject Categories::MATHEMATICS, Neyman’s smooth test, Goodness-of-fit, Strongly mixing process, Implied volatility

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http://www.springerlink.com/content/t253473k203t8258/fulltext.pdf
 https://dspace.lu.lv/handle/7/31154

DOI

10.1007/s10463-009-0260-2

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Datorzinātne un matemātika / Mathematics, Computer and Information Sciences

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