scholarly journals Yield Curve Estimation by Kernel Smoothing Methods

2000 ◽  
Author(s):  
Oliver B. Linton ◽  
Enno Mammen ◽  
Jens Perch Nielsen ◽  
Carsten Tanggaard
Keyword(s):  
Kernel Smoothing ◽  
Yield Curve ◽  
Curve Estimation ◽  
Smoothing Methods

scholarly journals Yield curve estimation by kernel smoothing methods

2001 ◽  
Vol 105 (1) ◽  
pp. 185-223 ◽  
Author(s):  
Oliver Linton ◽  
Enno Mammen ◽  
Jans Perch Nielsen ◽  
Carsten Tanggaard
Keyword(s):  
Kernel Smoothing ◽  
Yield Curve ◽  
Curve Estimation ◽  
Smoothing Methods

Kernel Smoothing Methods

2008 ◽  
pp. 1-28 ◽  
Author(s):  
Trevor Hastie ◽  
Robert Tibshirani ◽  
Jerome Friedman
Keyword(s):  
Kernel Smoothing ◽  
Smoothing Methods
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