DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES (Q3527434): Difference between revisions
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Property / cites work: A comparative study of monotone nonparametric kernel estimates / rank | |||
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Property / cites work: A simple nonparametric estimator of a strictly monotone regression function / rank | |||
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Property / cites work: Interpolation Methods for Curve Construction / rank | |||
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Property / cites work: Yield curve estimation by kernel smoothing methods / rank | |||
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Latest revision as of 11:08, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES |
scientific article |
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DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES (English)
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29 September 2008
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monotone discount curve
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McCulloch splines
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nonnegative forward rates
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