Ole E. Barndorff-Nielsen

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