Pages that link to "Item:Q5474405"
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The following pages link to Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model (Q5474405):
Displaying 11 items.
- Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234) (← links)
- Estimating the term structure of interest rates using penalized splines (Q849872) (← links)
- Penalized spline estimation for functional coefficient regression models (Q962336) (← links)
- A hybrid spline-based parametric model for the yield curve (Q1657153) (← links)
- A note on wavelet estimation of the derivatives of a regression function in a random design setting (Q2448838) (← links)
- Single-index coefficient models for nonlinear time series (Q3021174) (← links)
- A critical review of univariate non-parametric estimation of first derivatives (Q5055251) (← links)
- Estimating functions and derivatives via adaptive penalized splines (Q5082677) (← links)
- Dynamic functional data analysis with non-parametric state space models (Q5128569) (← links)
- A Bayesian approach to term structure modeling using heavy‐tailed distributions (Q5414514) (← links)
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data (Q5492076) (← links)
