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Shape-constrained nonparametric estimation of the term structure of interest rates.

Yongqiao WangHe Ni
Published in: J. Intell. Fuzzy Syst. (2022)
Keyphrases
  • nonparametric estimation
  • shape descriptors
  • image segmentation
  • unsupervised learning
  • probability density function
  • shape representation
  • topological properties
  • fine scale