A note on interest rate term structure estimation using tension splines
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference15 articles.
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2. Scalar- and planar-valued curve fitting using splines under tension;Cline;Communications of the ACM,1974
3. On the estimation of smooth forward rate curves from a finite number of observations: a comment;Corradi;Insurance: Mathematics and Economics,1996
4. An algorithm for computing constrained smoothing spline functions;Elfving;Numerische Mathematik,1988
5. Solving Least Squares Problems;Lawson,1974
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