Pages that link to "Item:Q1265925"
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The following pages link to A note on interest rate term structure estimation using tension splines (Q1265925):
Displaying 12 items.
- Term structure extrapolation and asymptotic forward rates (Q282277) (← links)
- A noisy principal component analysis for forward rate curves (Q319733) (← links)
- 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)
- Discount curve construction with tension splines (Q941730) (← links)
- \(C^2\) tension splines construction based on a class of sixth-order ordinary differential equations (Q2119266) (← links)
- Approximating term structure of interest rates using cubic \(L_1\) splines (Q2384853) (← links)
- Flexible term structure estimation: Which method is preferred? (Q2499548) (← links)
- A REVIEW OF TECHNIQUES FOR THE ESTIMATION OF THE TERM STRUCTURE (Q3022040) (← links)
- Exact Smooth Term-Structure Estimation (Q4553795) (← links)
- Dynamic functional data analysis with non-parametric state space models (Q5128569) (← links)
- ADAPTIVE AND MONOTONE SPLINE ESTIMATION OF THE CROSS-SECTIONAL TERM STRUCTURE (Q5696848) (← links)
