<> "The repository administrator has not yet configured an RDF license."^^ . <> . . "Estimating Yield Curves by Kernel Smoothing Methods"^^ . "We introduce a new method for the estimation of discount functions, yield curves and forward curves from government issued coupon bonds. Our approachis nonparametric and does not assume a particular functional form for thediscount function although we do show how to impose various restrictions inthe estimation. Our method is based on kernel smoothing and is defined asthe minimum of some localized population moment condition. The solution tothe sample problem is not explicit and our estimation procedure isiterative, rather like the backfitting method of estimating additivenonparametric models. We establish the asymptotic normality of our methodsusing the asymptotic representation of our estimator as an infinite serieswith declining coefficients. The rate of convergence is standard for onedimensional nonparametric regression."^^ . "1998-12-16" . . . "54" . . "Humboldt-Universität"^^ . . . . . . . . . . . . . . . "Oliver"^^ . "Linton"^^ . "Oliver Linton"^^ . . "Enno"^^ . "Mammen"^^ . "Enno Mammen"^^ . . "Carsten"^^ . "Tanggaard"^^ . "Carsten Tanggaard"^^ . . "Jens Perch"^^ . "Nielsen"^^ . "Jens Perch Nielsen"^^ . . . . . . "Estimating Yield Curves by Kernel Smoothing Methods (Other)"^^ . . . . . . "small.jpg"^^ . . . "Estimating Yield Curves by Kernel Smoothing Methods (Other)"^^ . . . . . . "medium.jpg"^^ . . . "Estimating Yield Curves by Kernel Smoothing Methods (Other)"^^ . . . . . . "preview.jpg"^^ . . . "Estimating Yield Curves by Kernel Smoothing Methods (PDF)"^^ . . . "beitrag.57.pdf"^^ . . . "Estimating Yield Curves by Kernel Smoothing Methods (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "Estimating Yield Curves by Kernel Smoothing Methods (Other)"^^ . . . . . . "lightbox.jpg"^^ . . "HTML Summary of #20782 \n\nEstimating Yield Curves by Kernel Smoothing Methods\n\n" . "text/html" . . . "510 Mathematik"@de . "510 Mathematics"@en . .