BarndorffNielsen, O. E. (Ole E.)
Overview
Works:  538 works in 1,540 publications in 4 languages and 7,591 library holdings 

Genres:  Conference papers and proceedings 
Roles:  Author, Editor, Honoree, Other, 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
)
36 editions published between 1978 and 2014 in English and Undetermined and held by 474 WorldCat member libraries worldwide
36 editions published between 1978 and 2014 in English and Undetermined and held by 474 WorldCat member libraries worldwide
Asymptotic techniques for use in statistics by
O. E BarndorffNielsen(
Book
)
18 editions published between 1989 and 1990 in English and held by 431 WorldCat member libraries worldwide
18 editions published between 1989 and 1990 in English and held by 431 WorldCat member libraries worldwide
Networks and chaos : statistical and probabilistic aspects by
W. S Kendall(
Book
)
18 editions published between 1993 and 1994 in English and held by 356 WorldCat member libraries worldwide
18 editions published between 1993 and 1994 in English and held by 356 WorldCat member libraries worldwide
Inference and asymptotics by
O. E BarndorffNielsen(
Book
)
20 editions published between 1989 and 2001 in English and held by 329 WorldCat member libraries worldwide
20 editions published between 1989 and 2001 in English and held by 329 WorldCat member libraries worldwide
Parametric statistical models and likelihood by
O. E BarndorffNielsen(
Book
)
16 editions published in 1988 in 3 languages and held by 323 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
16 editions published in 1988 in 3 languages and held by 323 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
Lévy processes : theory and applications by
O. E BarndorffNielsen(
Book
)
14 editions published in 2001 in English and held by 302 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
14 editions published in 2001 in English and held by 302 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
Time series models : in econometrics, finance and other fields(
Book
)
11 editions published between 1995 and 1996 in English and held by 293 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
11 editions published between 1995 and 1996 in English and held by 293 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
Decomposition and invariance of measures, and statistical transformation models by
O. E BarndorffNielsen(
Book
)
14 editions published in 1989 in English and held by 254 WorldCat member libraries worldwide
14 editions published in 1989 in English and held by 254 WorldCat member libraries worldwide
Complex stochastic systems by Séminaire Européen de Statistique(
Book
)
19 editions published between 2000 and 2001 in English and Undetermined and held by 245 WorldCat member libraries worldwide
"Individually, these articles provide authoritative, tutorialstyle 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."Jacket
19 editions published between 2000 and 2001 in English and Undetermined and held by 245 WorldCat member libraries worldwide
"Individually, these articles provide authoritative, tutorialstyle 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."Jacket
Stochastic geometry : likelihood and computation by
O. E BarndorffNielsen(
Book
)
15 editions published between 1998 and 1999 in English and held by 244 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
15 editions published between 1998 and 1999 in English and held by 244 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
)
12 editions published between 2000 and 2004 in English and held by 219 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
12 editions published between 2000 and 2004 in English and held by 219 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
O. E BarndorffNielsen(
Book
)
18 editions published in 1998 in English and Italian and held by 157 WorldCat member libraries worldwide
18 editions published in 1998 in English and Italian and held by 157 WorldCat member libraries worldwide
Quantum independent increment processes by
Greifswald> School Quantum Independent Increment Processes <2003(
Book
)
26 editions published between 2005 and 2006 in English and held by 151 WorldCat member libraries worldwide
Lectures given at the school "Quantum Independent Increment Processes: Structure and Applications to Physics" held at the AlfriedKruppWissenschaftskolleg in Greifswald in March 922, 2003
26 editions published between 2005 and 2006 in English and held by 151 WorldCat member libraries worldwide
Lectures given at the school "Quantum Independent Increment Processes: Structure and Applications to Physics" held at the AlfriedKruppWissenschaftskolleg in Greifswald in March 922, 2003
Change of time and change of measure by
O. E BarndorffNielsen(
Book
)
10 editions published in 2010 in English and held by 143 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
10 editions published in 2010 in English and held by 143 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
Recent progress in theory and applications : foundations, trees, and numerical issues in finance(
Book
)
5 editions published in 2010 in English and held by 121 WorldCat member libraries worldwide
5 editions published in 2010 in English and held by 121 WorldCat member libraries worldwide
Proceedings of Conference on Foundational Questions in Statistical Inference, Aarhus, May 712, 1973 by
O. E BarndorffNielsen(
Book
)
7 editions published between 1974 and 1983 in English and Danish and held by 73 WorldCat member libraries worldwide
7 editions published between 1974 and 1983 in English and Danish and held by 73 WorldCat member libraries worldwide
Aeolian grain transport by
O. E BarndorffNielsen(
Book
)
10 editions published in 1991 in English and held by 69 WorldCat member libraries worldwide
These two volumes contain a collection of selected papers on a wide range of aspects of natural transport and resorting of sand and soil. Apart from one paper on avalanche and a small number in which sea waves are also an agent, the papers all deal exclusively with wind erosion. One paper reviews in depth the contributions to the literature of aeolian transport which have been published during the last five years. The purpose of the workshop from which these volumes derive was to discuss work carried out during these five years but not yet published. The collection of papers was reviewed in light of these discussions and can therefore be taken to be a particularly well informed statement about the subject as it stood in mid 1990. Several important field problem classes were examined as were several new observational techniques. This activity, together with widespread concern about soil degradation and desertification in wind transported soils, will probably attract many new workers to the field during the next decade. This summary of its present status will be extremely helpful to them
10 editions published in 1991 in English and held by 69 WorldCat member libraries worldwide
These two volumes contain a collection of selected papers on a wide range of aspects of natural transport and resorting of sand and soil. Apart from one paper on avalanche and a small number in which sea waves are also an agent, the papers all deal exclusively with wind erosion. One paper reviews in depth the contributions to the literature of aeolian transport which have been published during the last five years. The purpose of the workshop from which these volumes derive was to discuss work carried out during these five years but not yet published. The collection of papers was reviewed in light of these discussions and can therefore be taken to be a particularly well informed statement about the subject as it stood in mid 1990. Several important field problem classes were examined as were several new observational techniques. This activity, together with widespread concern about soil degradation and desertification in wind transported soils, will probably attract many new workers to the field during the next decade. This summary of its present status will be extremely helpful to them
Proceedings of the Conference on Geometry in Present Day Science by Conference on Geometry in Present Day Science(
Book
)
4 editions published in 1999 in English and held by 64 WorldCat member libraries worldwide
4 editions published in 1999 in English and held by 64 WorldCat member libraries worldwide
The fascination of probability, statistics and their applications : in honour of Ole E. BarndorffNielsen(
Book
)
5 editions published between 2015 and 2016 in English and held by 15 WorldCat member libraries worldwide
Collecting together twentythree selfcontained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of windblown sand, queueing systems, risk assessment, turbulence and other areas. The contributions are dedicated to and inspired by the research of Ole E. BarndorffNielsen who, since the early 1960s, has been and continues to be a very active and influential researcher working on a wide range of important problems. The topics covered include, but are not limited to, econometrics, exponential families, Lévy processes and infinitely divisible distributions, limit theory, mathematical finance, random matrices, risk assessment, statistical inference for stochastic processes, stochastic analysis and optimal control, time series, and turbulence. The book will be of interest to researchers and graduate students in probability, statistics and their applications
5 editions published between 2015 and 2016 in English and held by 15 WorldCat member libraries worldwide
Collecting together twentythree selfcontained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of windblown sand, queueing systems, risk assessment, turbulence and other areas. The contributions are dedicated to and inspired by the research of Ole E. BarndorffNielsen who, since the early 1960s, has been and continues to be a very active and influential researcher working on a wide range of important problems. The topics covered include, but are not limited to, econometrics, exponential families, Lévy processes and infinitely divisible distributions, limit theory, mathematical finance, random matrices, risk assessment, statistical inference for stochastic processes, stochastic analysis and optimal control, time series, and turbulence. The book will be of interest to researchers and graduate students in probability, statistics and their applications
Levy matters I : recent progress in theory and applications: foundations, trees and numerical issues in finance by
Thomas Duquesne(
Book
)
10 editions published in 2010 in English and held by 14 WorldCat member libraries worldwide
Annotation
10 editions published in 2010 in English and held by 14 WorldCat member libraries worldwide
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Related Identities
 Cox, D. R. (David Roxbee) Editor
 Kendall, W. S. Author Editor
 Jacod, Jean Editor
 Blæsild, Preben Other Editor
 Schürmann, Michael 1955 Editor
 Franz, Uwe Editor
 Schwab, Ch (Christoph) Creator
 Sato, Keniti 1934 Editor Creator
 Jensen, J. L. Editor
 Mikosch, Thomas Other Editor
Useful Links
Associated Subjects
Asymptotic distribution (Probability theory) Asymptotic expansions Branching processes Chaotic behavior in systemsStatistical methods Decomposition (Mathematics) Differentiable dynamical systems Differentiable dynamical systemsStatistical methods Dilation theory (Operator theory) Distribution (Probability theory) Econometric models EconometricsMathematical models Economics, Mathematical Eolian processes Estimation theoryAsymptotic theory Exponential families (Statistics) Exponential functions FinanceMathematical models Geometry Global analysis (Mathematics) Group theory Hydrology HydrologyStatistical methods Inference Invariants Lévy, Paul, Lévy processes Mathematical physics Mathematical statistics Mathematical statisticsAsymptotic theory Mathematics Measure theory Mechanics, Applied Multivariate analysis Neural networks (Computer science)Statistical methods Options (Finance)PricesMathematical models Parameter estimation Pollution Probabilistic number theory Probabilities Statistics Stochastic analysis Stochastic geometry Stochastic processes Stochastic systems Sufficient statistics System analysis 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.
Ole BarndorffNielsen
Ole BarndorffNielsen dänischer Mathematiker
Ole BarndorffNielsen Mathematician
Ole BarndorffNielsen wiskundige uit Denemarken
バルンドルフニールセン, O. E
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