Similar Search Results

Høgh, Nils; Linton, Oliver; Nielsen, Jens Perch - In: Annals of actuarial science : publ. by the Institute of … 1 (2006) 1, pp. 37-47

Persistent link: https://www.econbiz.de/10003732697

Multivariate density estimation using dimension reducing information and tail flattening transformations

Buch-Kromann, Tine; Guillén, Montserrat; Linton, Oliver; … - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 99-110

Persistent link: https://www.econbiz.de/10008839753

Nonparametric transpormation to white noise

Linton, Oliver; Mammen, Enno - In: Journal of econometrics 142 (2008) 1, pp. 241-264

Persistent link: https://www.econbiz.de/10003608181

Non-parametric regression with a latent time series

Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor - In: The econometrics journal 12 (2009) 2, pp. 187-207

Persistent link: https://www.econbiz.de/10003875342

Nonparametric regression with a latent time series

Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor - 2009

Persistent link: https://www.econbiz.de/10003942456

Estimating yield curves by Kernel smoothing methods

Linton, Oliver; Mammen, Enno; Nielsen, Jens Perch; … - 1998

We introduce a new method for the estimation of discount functions, yield curves and forward curves from government issued coupon bonds. Our approach is non-parametric and does not assume particular functional form for the discount function although we do show how to impose various restrictions...

Persistent link: https://www.econbiz.de/10009580489