yield curve estimation by kernel smoothing methods - SSRN papers
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yield curve estimation by kernel smoothing methods - SSRN papers
Apr 3, 2000 - methods, since this function affects the mean function indirectly through a convolution with the payment .... general it is not possible to completely avoid the need for smoothing. ... preclude the direct use of ordinary least squares to estimate d. ... differentiate the criterion function with respect to e at e Ï 0.