Ole E. Barndorff-Nielsen
1935 – 2022
28 works on record
Biography
Works

Lévy processes

Networks and chaos

Stochastic methods in hydrology

Quantum independent increment processes

Aeolian grain transport

Ambit Stochastics

Stochastic Processes

Information and Exponential Families in Statistical Theory

Parametric statistical models and likelihood

Information and exponential families

Change of time and change of measure

Stochastic geometry

Inference and Asymptotics

Time Series Models

Asymptotic techniques for use in statistics

Continuous Time Approach to Financial Volatility (Mathematics, Finance & Risk)
Complex stochastic systems
Time series models in econometrics, finance and other fields
Decomposition and Invariance of Measures, and Statistical Transformation Models
Aeolian Grain Transport 1
Quantum Independent Increment Processes II
Lévy Matters I
Exponential families and conditioning
Decomposition, factorization and invariance of measures, with a view to applications in statistics
Exponential families
Levy Processes
Likelihood prediction
Derivative strings and higher order differentiation