Barndorff-Nielsen, Ole E.
Barndorff-Nielsen, O. E. (Ole E.)
Barndorff-Nielsen, Ole
Barndorff-Nielsen, Ole Eiler
Barndorff-Nielsen, Ole Eiler, 1935-....
Barndorff-Nielsen, Ole E. 1935-....
Ole E. Barndorff-Nielsen mathematician
Barndorff-Nielsen, Ole, 1935-
Barndorff-Nielsen, Ole E. (Ole Eiler), 1935-
VIAF ID: 67363995 ( Personal )
Permalink: http://viaf.org/viaf/67363995
Preferred Forms
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- 100 1 _ ‡a Barndorff-Nielsen, O. E. ‡q (Ole E.)
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- 100 1 _ ‡a Barndorff-Nielsen, O. E. ‡q (Ole E.)
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- 100 1 _ ‡a Barndorff-Nielsen, Ole E
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- 100 1 _ ‡a Barndorff-Nielsen, Ole E.
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- 100 1 _ ‡a Barndorff-Nielsen, Ole E. ‡d 1935-
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- 100 1 _ ‡a Barndorff-Nielsen, Ole Eiler
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- 100 1 _ ‡a Barndorff-Nielsen, Ole Eiler, ‡d 1935-....
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- 100 0 _ ‡a Ole E. Barndorff-Nielsen ‡c mathematician
4xx's: Alternate Name Forms (37)
5xx's: Related Names (1)
Works
Title | Sources |
---|---|
Aeolian grain transport | |
Ambit Stochastics | |
Apparent scaling. | |
Asymptotic techniques : for use in statistics | |
Bipower variation for Gaussian processes with stationary increments | |
Brownian semistationary processes and volatility/intermittency | |
Change of time and change of measure | |
Complex stochastic systems | |
Decomposition and invariance of measures, and statistical transformation models | |
Derivative strings and higher order differentiation | |
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise | |
Econometric analysis of realised covariation | |
Econometrics of testing for jumps in financial economics using bipower variation | |
Estimating quadratic variation using realised variance | |
Exact distributional results for random resistance trees | |
Feller processes of Normal Inverse Gaussian type | |
General framework for the behaviour of continously observed open quantum systems | |
General γ-transformations | |
The hare population (Lepus europaeus Pallas) of Illumø Island, Denmark : a report on the analysis of the data from 1957-1970 | |
Impact of jumps on returns and realised variances | |
Inference and Asymptotics | |
Information and exponential families in statistical theory | |
Integrated OU processes | |
Lévy-based tempo-spatial modelling | |
Lévy matters | |
Lévy processes : theory and applications | |
Light, atoms, and singularities | |
Likelihood prediction | |
Limit theorems for multipower variation in the presence of jumbs | |
Markov jump processes with a singularity | |
Modelling by Lévy processes for financial econometrics | |
Multivariate subordination, selfdecomposability and stability | |
Networks and chaos : statistical and probabilistic aspects | |
Non-Gaussian OU based models and some of their uses in financial economics | |
Normal modified stable processes | |
Notes on the gamma kernel | |
Parametric statistical models and likelihood | |
Positive-definite matrix processes of finite variation | |
Probability densities and Lévy densities | |
Proceedings of Conference on Foundational Questions in Statistical Inference : Aarhus, May 7-12, 1973 | |
Proceedings of International Workshop on the Physics of Blown Sand, Aarhus, May 28-31, 1985 | |
Quantum independent increment processes. | |
Realised power variation and stochastic volatility models | |
Regular and modified kernel-based estimators of integrated variance | |
Regularising mappings of Lévy measures | |
Representation and properties of CGPII processes | |
Saddlepoint approximations for the probability of ruin in finite time | |
Some aspects of Lévy copulas | |
Some classes of multivariate infinitely divisible distributions admitting stochastic integral representation | |
Some stationary processes in discrete and continuous time | |
Stable and invariant adjusted profile likelihood and directed likelihood for curved exponential models | |
Stochastic calculus, statistical asymptotics, Taylor strings and phyla | |
Stochastic geometry / ed. by O. Barndorff-Nielsen, W. Kendall, M. N. M. Lieshout. - Boca Raton, Fla, cop. 1999. | |
Stochastic geometry : likelihood and computation | |
Stochastic methods in hydrology : rain, landforms, and floods : CIMAT, Guanajuato, Mexico, March 25-28, 1996 | |
Stochastic processes : lectures given at Aarhus University | |
Stochastics in science : some autobiographical notes | |
Superposition of Ornstein-Uhlenbeck type processes | |
Symposium in honour of Ole E. Barndorff-Nielsen | |
Time change, volatility and turbulence | |
Time series models : in econometrics, finance and other fields | |
Trees with random conductivities and the (reciprocal) inverse Gaussian distribution | |
Variation in particle size distribution over a small dune | |
A ¤class of spatio-temporal and causal stochastic processes, with application multiscaling and multifractility | |
A ¤connection between free and classical infinite divisibility | |
A ¤parsimonious and universal description of turbulent velocity increments | |
A ¤stochatic differential equation framework for the turbulent velocity field | |
確率過程 : オルフス大学講義錄 |