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Yield curve estimation by kernel smoothing methods - MaRDI portal

Yield curve estimation by kernel smoothing methods (Q5952031)

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scientific article; zbMATH DE number 1687600
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English
Yield curve estimation by kernel smoothing methods
scientific article; zbMATH DE number 1687600

    Statements

    title
    Yield curve estimation by kernel smoothing methods (English)
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    author
    Oliver B. Linton
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    Enno Mammen
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    Jens Perch Nielsen
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    Carsten Tanggaard
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    publication date
    2001
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    Mathematics Subject Classification ID
    62P05
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    62G07
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    62G08
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    62G20
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    zbMATH DE Number
    1687600
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    zbMATH Keywords
    coupon bonds
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    kernel estimation
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    Hilbert space
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    term structure estimation
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    yield curve
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    zero coupon
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    cites work
    Q4277836
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    Q4230831
    0 references
    Q3999325
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    Q3998409
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    Q5332416
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    Q3244676
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    Q5566063
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    Q5289008
    0 references
    Q4000342
    0 references
    Q3996207
    0 references
    OpenAlex ID
    W3123186704
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    Wikidata QID
    Q128090023
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