Background: The estimation of parameter values continues to be the bottleneck of thecomputational analysis of biological systems. It is therefore necessary to develop improvedmethods that are effective, fast, and scalable.Results: We show here that alternating regression (AR), applied to...

We shed light on computational challenges when fitting the Nelson-Siegel, Bliss and Svensson parsimonious yield curve models to observed US Treasury securities with maturities up to 30 years. As model parameters have a specific financial interpretation, the stability of their estimated values...