The Annals of Statistics, Vol. 3, No. 1 (Jan., 1975), pp. 1-14 (14 pages) This paper considers estimates of multidimensional density functions based on a bounded and bandlimited weight function. The ...

We identify and characterize a class of term structure models where bond yields are quadratic functions of the state vector. We label this class the quadratic class and aim to lay a solid theoretical ...