WorldCat Identities

Barndorff-Nielsen, O. E. (Ole E.)

Overview
Works: 324 works in 915 publications in 2 languages and 5,391 library holdings
Genres: Conference proceedings 
Roles: Editor, Creator, Contributor
Classifications: QA276, 519.5
Publication Timeline
Key
Publications about  O. E Barndorff-Nielsen Publications about O. E Barndorff-Nielsen
Publications by  O. E Barndorff-Nielsen Publications by O. E Barndorff-Nielsen
Most widely held works by O. E Barndorff-Nielsen
Quantum independent increment processes by O. E Barndorff-Nielsen ( )
16 editions published between 2005 and 2006 in English and held by 424 WorldCat member libraries worldwide
"This series reports on new developments in mathematical research and teaching - quickly, informally and at a high level. The type of material considered for publication includes: research monographs; lectures on a new field or presentations of a new angle in a classical field; and summer schools and intensive courses on topics of current research."--Jacket
Information and exponential families : in statistical theory by O. E Barndorff-Nielsen ( Book )
17 editions published between 1978 and 1979 in English and held by 415 WorldCat member libraries worldwide
Asymptotic techniques for use in statistics by O. E Barndorff-Nielsen ( Book )
14 editions published between 1989 and 1990 in English and Undetermined and held by 381 WorldCat member libraries worldwide
Recent progress in theory and applications foundations, trees, and numerical issues in finance ( )
6 editions published in 2010 in English and held by 346 WorldCat member libraries worldwide
Networks and chaos : statistical and probabilistic aspects by Séminaire européen de statistique on chaos and neural networks ( Book )
14 editions published between 1993 and 1994 in English and held by 316 WorldCat member libraries worldwide
Inference and asymptotics by O. E Barndorff-Nielsen ( Book )
17 editions published between 1993 and 2001 in English and Undetermined and held by 304 WorldCat member libraries worldwide
Parametric statistical models and likelihood by O. E Barndorff-Nielsen ( Book )
11 editions published in 1988 in English and held by 298 WorldCat member libraries worldwide
The book gives an account of the mathematical-statistical theory of the main classes of parametric statistical models, i.e. transformatioon models and exponential models, and of likelihood based inference. The emphasis is on recent developments - various new results are presented - and the mathematical techniques employed include parts of the theory of group actions and invariant measures, differential geometry, and asymptotic analysis. A knowledge of these techniques is not presupposed but will be helpful, as the exposition is partly quite succinct. A basic knowledge of classic parametric statistical inference is however assumed. Exactness results and high-order asymptotic results for important likelihood quantities, including maximum likelihood estimators, score vectors, (signed) likelihood ratios and (modified) profile likelihoods, are discussed. Concepts of ancillarity and sufficiency enter prominently
Lévy processes : theory and applications by O. E Barndorff-Nielsen ( Book )
10 editions published in 2001 in English and held by 283 WorldCat member libraries worldwide
A Lvy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Lvy class were considered most useful for applications to either Brownian motion or the Poisson process. Nowadays the need for modeling jumps, bursts, extremes and other irregular behavior of phenomena in nature and society has led to a renaissance of the theory of general Lvy processes. Researchers and practitioners in fields as diverse as physics, meteorology, statistics, insurance, and finance have rediscovered the simplicity of Lvy processes and their enormous flexibility in modeling tails, dependence and path behavior. This volume, with an excellent introductory preface, describes the state-of-the-art of this rapidly evolving subject with special emphasis on the non-Brownian world. Leading experts present surveys of recent developments, or focus on some most promising applications. Despite its special character, every topic is aimed at the non- specialist, keen on learning about the new exciting face of a rather aged class of processes. An extensive bibliography at the end of each article makes this an invaluable comprehensive reference text. For the researcher and graduate student, every article contains open problems and points out directions for futurearch. The accessible nature of the work makes this an ideal introductory text for graduate seminars in applied probability, stochastic processes, physics, finance, and telecommunications, and a unique guide to the world of Lvy processes
Decomposition and invariance of measures, and statistical transformation models by O. E Barndorff-Nielsen ( Book )
12 editions published in 1989 in English and held by 249 WorldCat member libraries worldwide
Complex stochastic systems ( Book )
12 editions published between 2000 and 2001 in English and held by 243 WorldCat member libraries worldwide
"Individually, these articles provide authoritative, tutorial-style expositions and recent results from various subjects related to complex stochastic systems. Collectively, they link these separate areas of study to form the first comprehensive overview of this important and rapidly developing field."--BOOK JACKET
Time series models : in econometrics, finance and other fields ( Book )
9 editions published between 1995 and 1996 in English and held by 242 WorldCat member libraries worldwide
The papers by Shephard and Johansen deal respectively with time series models for volatility, i.e. variance heterogeneity, and with cointegration. Clements and Hendry analyze the nature of prediction errors. A complementary review paper by Laird gives a biometrical view of the analysis of short time series. Finally Astrup and Nielsen give a mathematical introduction to the study of option pricing. Whilst the book draws its primary motivation from financial series and from multivariate econometric modelling, the applications are potentially much broader
Stochastic geometry : likelihood and computation by O. E Barndorff-Nielsen ( Book )
11 editions published between 1998 and 1999 in English and held by 205 WorldCat member libraries worldwide
Stochastic geometry concerns the study of random geometric structures, and blends geometric, probabilistic, and statistical methods to provide powerful techniques for modeling and analysis. Recent developments in computational statistical analysis, particularly Markov chain Monte Carlo, have enormously extended the range of feasible applications. Stochastic Geometry: Likelihood and Computation will provide lasting value as basic reference, equally valuable to young researchers, to established research scientists in the area, and the increasing number of mathematical scientists working other areas who research needs are now driving the development of stochastic geometry
Stochastic processes : lectures given at Aarhus University by Kiyosi Itō ( Book )
9 editions published between 2000 and 2004 in English and held by 198 WorldCat member libraries worldwide
This introduction to the theory of stochastic processes emphasises processes with independent increments and Markov processes. Two separate Sections present about 70 exercises and their complete solutions
Stochastic methods in hydrology : rain, landforms, and floods : CIMAT, Guanajuato, Mexico, March 25-28, 1996 by Workshop on Stochastic Methods in Hydrology ( Book )
9 editions published in 1998 in English and held by 137 WorldCat member libraries worldwide
Lévy matters I recent progress in theory and applications : foundations, trees and numerical issues in finance ( )
9 editions published in 2010 in English and held by 117 WorldCat member libraries worldwide
Annotation
Change of time and change of measure by O. E Barndorff-Nielsen ( Book )
5 editions published in 2010 in English and held by 117 WorldCat member libraries worldwide
Aeolian grain transport ( Book )
6 editions published in 1991 in English and held by 70 WorldCat member libraries worldwide
Proceedings of Conference on Foundational Questions in Statistical Inference, Aarhus, May 7-12, 1973 by O. E Barndorff-Nielsen ( Book )
7 editions published between 1973 and 1983 in English and Danish and held by 69 WorldCat member libraries worldwide
Proceedings of the Conference on Geometry in Present Day Science by Conference on Geometry in Present Day Science ( Book )
2 editions published in 1999 in English and held by 58 WorldCat member libraries worldwide
Exponential families and conditioning by O. E Barndorff-Nielsen ( Book )
13 editions published in 1973 in 3 languages and held by 39 WorldCat member libraries worldwide
 
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Audience Level
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  Kids General Special  
Audience level: 0.79 (from 0.63 for Exponentia ... to 0.95 for Aeolian gr ...)
Alternative Names
Barndorff-Nielsen, O.
Barndorff-Nielsen, O. 1935-
Barndorff-Nielsen, O. E.
Barndorff-Nielsen, O.E., 1935-
Barndorff-Nielsen, O. E. (Ole E.), 1935-
Barndorff-Nielsen, Ole
Barndorff-Nielsen, Ole, 1935-
Barndorff-Nielsen, Ole E
Barndorff-Nielsen, Ole Eiler
Barndorff-Nielsen, Ole Eiler 1935-
Nielsen, O. E. Barndorff- (Ole E. Barndorff-)
Nielsen, O. E. Barndorff- (Ole E. Barndorff-), 1935-
Nielsen, Ole B.- 1935-
Nielsen, Ole Barndorff- 1935-
Nielsen, Ole E. 1935-
Nielsen, Ole E. Barndorff-.
Nielsen, Ole E. Barndorff- 1935-
O.E.バルンドルフ-ニールセン.
バルンドルフ-ニールセン, O. E
Languages
English (203)
Danish (2)
Covers