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Linton, Oliver, Mammen, Enno, Nielsen, J. and Taanggard, C. (2004) Yield curve estimation by kernel smoothing. Financial Markets Group Discussion Papers (515). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Linton, Oliver, Mammen, E. and Nielsen, J. (1999) The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Annals of Statistics, 27 (5). pp. 1443-1490. ISSN 0090-5364