<--- Back to Details
First PageDocument Content
Interpolation / Estimation theory / Smoothing spline / B-spline / Yield curve / Normal distribution / Nonparametric regression / Bond valuation / Linear regression / Statistics / Regression analysis / Splines
Date: 2013-01-15 18:16:02
Interpolation
Estimation theory
Smoothing spline
B-spline
Yield curve
Normal distribution
Nonparametric regression
Bond valuation
Linear regression
Statistics
Regression analysis
Splines

Estimating Term Structure Using Nonlinear Splines: A Penalized Likelihood Approach

Add to Reading List

Source URL: www.mssanz.org.au

Download Document from Source Website

File Size: 302,84 KB

Share Document on Facebook

Similar Documents

SPLINE WAVELETS ANALYSIS OF RETICULATED FUNCTIONS ON BOUNDED INTERVAL STELIAN ION and DORIN MARINESCU This paper deals with the multiresolution analysis of reticulated functions on irregular nets adapted to B-spline scal

DocID: 1ulJj - View Document

heartBEATS: A Hybrid Energy Approach for Real-Time B-spline Explicit Active Tracking of Surfaces Daniel Barbosaa , Jo˜ao Pedrosaa,∗, Brecht Heydea , Thomas Dietenbeckb , Denis Fribouletb , Olivier Bernardb , Jan D’h

DocID: 1u60V - View Document

Global estimation of child mortality using a Bayesian B-spline bias-reduction model Leontine Alkema and Jin Rou New

DocID: 1rQCe - View Document

Mathematical analysis / Continuous wavelets / Functional analysis / Signal processing / Wavelets / Timefrequency analysis / Mexican hat wavelet / Spline wavelet / Continuous wavelet transform / Continuous wavelet / Orthogonal wavelet / Discrete wavelet transform

Wide-band B-spline wavelet with four parameters

DocID: 1rd5x - View Document

Image processing / Multivariate interpolation / Computer-aided design / 3D computer graphics / Interpolation / Engineering / Mathematics / Non-uniform rational B-spline / B-spline / Computer graphics / Bzier surface / Subdivision surface

INTERNATIONAL JOURNAL FOR NUMERICAL AND ANALYTICAL METHODS IN GEOMECHANICS Int. J. Numer. Anal. Meth. GeomechPublished online in Wiley Online Library (wileyonlinelibrary.com). DOI: nag.2203 Granular elem

DocID: 1raqR - View Document