Ryozo Miura

Available identifiers

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5011442	2021-08-27	Paper
On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with associated errors	2017-07-14	Paper
https://portal.mardi4nfdi.de/entity/Q5495390	2014-08-04	Paper
The distribution of continuous time rank processes	2010-06-02	Paper
A note on statistical models for individual hedge fund returns	2009-07-06	Paper
Decomposition of Japanese yen interest rate data through local regression	2009-02-06	Paper
The pricing formula for commodity-linked bonds with stochastic convenience yields and default risk	2009-02-06	Paper
Statistical methodologies for the market risk measurement	2009-02-06	Paper
Edokko options: a new framework of barrier options	2004-03-17	Paper
https://portal.mardi4nfdi.de/entity/Q4253561	1999-11-08	Paper
https://portal.mardi4nfdi.de/entity/Q4839340	1995-07-17	Paper
https://portal.mardi4nfdi.de/entity/Q3979213	1992-06-26	Paper
Rank estimates in a class of semiparametric two-sample models	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3773086	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3942222	1981-01-01	Paper

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