Ole E. Barndorff Nielsen Books

Inference and Asymptotics Monographs on Statistics and Applied Probability
Inference and Asymptotics Monographs on Statistics and Applied Probability

By Ole E. Barndorff Nielsen, David R. Cox

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Likelihood and its many associated concepts are of central importance in statistical theory and applications. The theory of likelihood and of likelihood-like objects (pseudo-likelihoods) has underg...

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Continuous Time Approach to Financial Volatility Mathematics Finance Risk
Levy Processes
Levy Processes

By Ole E. Barndorff Nielsen

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A Lévy 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...

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Levy Processes
Decomposition and Invariance of Measures and Statistical Transformation Models
Inference and Asymptotics
Ambit Stochastics
Ambit Stochastics
Parametric statistical models and likelihood
Decomposition and invariance of measures, and statistical transformation models

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