DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES (Q3527434): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Set OpenAlex properties.
 
(6 intermediate revisions by 5 users not shown)
Property / author
 
Property / author: Dette, Holger / rank
Normal rank
 
Property / author
 
Property / author: Dette, Holger / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: Excel / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: Publication / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5658961 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A comparative study of monotone nonparametric kernel estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple nonparametric estimator of a strictly monotone regression function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996878 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Interpolation Methods for Curve Construction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Yield curve estimation by kernel smoothing methods / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1142/s0219024908004919 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2090536563 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 11:08, 30 July 2024

scientific article
Language Label Description Also known as
English
DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES
scientific article

    Statements

    DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES (English)
    0 references
    0 references
    0 references
    29 September 2008
    0 references
    monotone discount curve
    0 references
    McCulloch splines
    0 references
    nonnegative forward rates
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references