BarndorffNielsen, O. E. (Ole E.)
Overview
Works:  448 works in 1,269 publications in 4 languages and 6,100 library holdings 

Genres:  Conference proceedings 
Roles:  Author, Editor, Contributor, Creator 
Classifications:  QA276, 519.5 
Publication Timeline
.
Most widely held works by
O. E BarndorffNielsen
Information and exponential families : in statistical theory by
O. E BarndorffNielsen(
Book
)
26 editions published between 1978 and 2014 in English and held by 530 WorldCat member libraries worldwide
26 editions published between 1978 and 2014 in English and held by 530 WorldCat member libraries worldwide
Quantum independent increment processes by
O. E BarndorffNielsen(
)
16 editions published between 2005 and 2006 in English and held by 442 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
16 editions published between 2005 and 2006 in English and held by 442 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
Asymptotic techniques for use in statistics by
O. E BarndorffNielsen(
Book
)
15 editions published between 1989 and 1990 in English and held by 391 WorldCat member libraries worldwide
15 editions published between 1989 and 1990 in English and held by 391 WorldCat member libraries worldwide
Recent progress in theory and applications foundations, trees, and numerical issues in finance(
)
5 editions published in 2010 in English and held by 364 WorldCat member libraries worldwide
5 editions published in 2010 in English and held by 364 WorldCat member libraries worldwide
Networks and chaos : statistical and probabilistic aspects by
O. E BarndorffNielsen(
Book
)
17 editions published between 1993 and 1994 in English and held by 338 WorldCat member libraries worldwide
17 editions published between 1993 and 1994 in English and held by 338 WorldCat member libraries worldwide
Parametric statistical models and likelihood by
O. E BarndorffNielsen(
Book
)
14 editions published in 1988 in 3 languages and held by 320 WorldCat member libraries worldwide
The book gives an account of the mathematicalstatistical 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 highorder 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
14 editions published in 1988 in 3 languages and held by 320 WorldCat member libraries worldwide
The book gives an account of the mathematicalstatistical 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 highorder 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
Inference and asymptotics by
O. E BarndorffNielsen(
Book
)
18 editions published between 1993 and 2001 in English and held by 304 WorldCat member libraries worldwide
18 editions published between 1993 and 2001 in English and held by 304 WorldCat member libraries worldwide
Lévy processes : theory and applications by
O. E BarndorffNielsen(
Book
)
9 editions published in 2001 in English and held by 303 WorldCat member libraries worldwide
A Lvy process is a continuoustime 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 stateoftheart of this rapidly evolving subject with special emphasis on the nonBrownian 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
9 editions published in 2001 in English and held by 303 WorldCat member libraries worldwide
A Lvy process is a continuoustime 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 stateoftheart of this rapidly evolving subject with special emphasis on the nonBrownian 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 BarndorffNielsen(
Book
)
12 editions published in 1989 in English and held by 261 WorldCat member libraries worldwide
12 editions published in 1989 in English and held by 261 WorldCat member libraries worldwide
Complex stochastic systems(
Book
)
15 editions published between 2000 and 2001 in English and held by 260 WorldCat member libraries worldwide
"The study of complex stochastic systems comprises a vast area of research, from modelling specific applications to model fitting, estimation procedures, and computing issues. The exponential growth in computing power over the last two decades has revolutionized statistical analysis and led to rapid developments and great progress in this emerging field." "In Complex Stochastic Systems, leading researchers address various statistical aspects of the field, illustrated by some very concrete applications."
15 editions published between 2000 and 2001 in English and held by 260 WorldCat member libraries worldwide
"The study of complex stochastic systems comprises a vast area of research, from modelling specific applications to model fitting, estimation procedures, and computing issues. The exponential growth in computing power over the last two decades has revolutionized statistical analysis and led to rapid developments and great progress in this emerging field." "In Complex Stochastic Systems, leading researchers address various statistical aspects of the field, illustrated by some very concrete applications."
Time series models : in econometrics, finance and other fields(
Book
)
10 editions published between 1995 and 1996 in English and held by 249 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
10 editions published between 1995 and 1996 in English and held by 249 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 BarndorffNielsen(
Book
)
12 editions published between 1998 and 1999 in English and held by 226 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
12 editions published between 1998 and 1999 in English and held by 226 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
)
10 editions published between 2000 and 2004 in English and held by 216 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
10 editions published between 2000 and 2004 in English and held by 216 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 2528, 1996 by Workshop on Stochastic Methods in Hydrology(
Book
)
16 editions published in 1998 in English and Italian and held by 151 WorldCat member libraries worldwide
16 editions published in 1998 in English and Italian and held by 151 WorldCat member libraries worldwide
Lévy matters I recent progress in theory and applications : foundations, trees and numerical issues in finance by
Thomas Duquesne(
)
12 editions published in 2010 in English and held by 148 WorldCat member libraries worldwide
Annotation
12 editions published in 2010 in English and held by 148 WorldCat member libraries worldwide
Annotation
Change of time and change of measure by
O. E BarndorffNielsen(
Book
)
9 editions published in 2010 in English and held by 124 WorldCat member libraries worldwide
A comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results
9 editions published in 2010 in English and held by 124 WorldCat member libraries worldwide
A comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results
Aeolian grain transport(
Book
)
6 editions published in 1991 in English and held by 70 WorldCat member libraries worldwide
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 712, 1973 by
O. E BarndorffNielsen(
Book
)
5 editions published between 1974 and 1983 in English and held by 64 WorldCat member libraries worldwide
5 editions published between 1974 and 1983 in English and held by 64 WorldCat member libraries worldwide
Proceedings of the Conference on Geometry in Present Day Science by Conference on Geometry in Present Day Science(
Book
)
3 editions published in 1999 in English and held by 60 WorldCat member libraries worldwide
3 editions published in 1999 in English and held by 60 WorldCat member libraries worldwide
Exponential families and conditioning by
O. E BarndorffNielsen(
Book
)
17 editions published in 1973 in 3 languages and held by 44 WorldCat member libraries worldwide
17 editions published in 1973 in 3 languages and held by 44 WorldCat member libraries worldwide
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Audience Level
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Related Identities
 Cox, D. R. (David Roxbee) Editor
 Kendall, W. S. Editor
 Jacod, Jean Editor
 Franz, Uwe Editor
 Schürmann, Michael 1955 Editor
 Blsild, Preben Editor
 Schwab, Ch (Christoph) Creator
 Jensen, J. L. Editor
 Sato, Keniti 1934 Editor Creator
 Mikosch, Thomas Editor
Useful Links
Associated Subjects
Asymptotic distribution (Probability theory) Asymptotic expansions Branching processes Chaotic behavior in systemsStatistical methods Decomposition (Mathematics) Differentiable dynamical systemsStatistical methods Distribution (Probability theory) Econometric models EconometricsMathematical models Eolian processes Exponential families (Statistics) Exponential functions FinanceMathematical models Geometry Global analysis (Mathematics) HydrologyStatistical methods Inference Invariants Lévy processes Mathematical physics Mathematical statistics Mathematical statisticsAsymptotic theory Mathematics Measure theory Multivariate analysis Neural networks (Computer science)Statistical methods Options (Finance)PricesMathematical models Parameter estimation Probabilistic number theory Probabilities Statistical hypothesis testing Statistics Stochastic geometry Stochastic processes Sufficient statistics Timeseries analysis Timeseries analysisMathematical models Trees (Graph theory) Wind erosion
Alternative Names
BarndorffNielsen, O.
BarndorffNielsen, O. 1935
BarndorffNielsen, O. E.
BarndorffNielsen, O.E. 1935
BarndorffNielsen, O. E. (Ole E.), 1935
BarndorffNielsen, Ole
BarndorffNielsen, Ole 1935
BarndorffNielsen, Ole E.
BarndorffNielsen, Ole Eiler
BarndorffNielsen, Ole Eiler 1935
Nielsen, O. E. Barndorff
Nielsen, O. E. Barndorff 1935
Nielsen, O. E. Barndorff (Ole E. Barndorff)
Nielsen, O. E. Barndorff (Ole E. Barndorff), 1935
Nielsen, Ole B. 1935
Nielsen, Ole Barndorff
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
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