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Perturbation Analysis of Structured Least Squares Problems and Its Application in Calibration of Interest Rate Term Structure

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摘要 Astructuredperturbationanalysisoftheleastsquaresproblemisconsideredinthispaper.Thenewerrorboundprovestobesharperthanthatforgeneralperturbations.Weapplythenewerrorboundtostudysensitivityofchangingtheknotsforcurvefittingofinterestratetermstructurebycubicspline.Numericalexperimentsaregiventoillustratethesharpnessofthisbound.

DOI 54k20l824k/569833

作者 Chen Zhao Weiguo Gao Jungong Xue

机构地区不详

出处《高等学校计算数学学报：英文版》 2007年4期

关键词线性函数最小平方问题扰动分析数学分析

分类 [理学][基础数学]

出版日期 2007年04月14日（中国期刊网平台首次上网日期，不代表论文的发表时间）

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来源期刊

高等学校计算数学学报：英文版

高等学校计算数学学报：英文版

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线性函数最小平方问题扰动分析数学分析

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