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Yield curve estimation by kernel smoothing methods

✍ Scribed by Oliver; Enno Mammen; Jans Perch Nielsen; Carsten Tanggaard


Book ID
108432614
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
261 KB
Volume
105
Category
Article
ISSN
0304-4076

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For a set of points {(t,, x,)ln = 1, 2, 3, ... } in the plane, a fuzzy set which is the Cartesian product of a B-spline B,(t) and a triangular function T~(x) is assigned to each of the points. Another fuzzy set B,(t) x I(x), where l(x) is the constant function with value 1 is used to form the inters