Orthogonal reparametrization via QR decomposition renders NSS linear parameters uncorrelated with diagonal conditional Fisher information, providing a scalar identifiability diagnostic and closed-form finite-horizon orthogonal basis.
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Orthogonal reparametrization of the Nelson-Siegel-Svensson interest rate curve model: conditioning, diagnostics, and identifiability
Orthogonal reparametrization via QR decomposition renders NSS linear parameters uncorrelated with diagonal conditional Fisher information, providing a scalar identifiability diagnostic and closed-form finite-horizon orthogonal basis.