WorldCat Identities

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

Overview
Works: 725 works in 1,604 publications in 3 languages and 8,116 library holdings
Genres: Conference papers and proceedings 
Roles: Author, Editor, Other, Honoree, Contributor, Creator
Classifications: QA276, 519.5
Publication Timeline
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Most widely held works by O. E Barndorff-Nielsen
Information and exponential families : in statistical theory by O. E Barndorff-Nielsen( )

38 editions published between 1978 and 2014 in English and held by 1,055 WorldCat member libraries worldwide

First published by Wiley in 1978, this book is being re-issued with a new Preface by the author. The roots of the book lie in the writings of RA Fisher both as concerns results and the general stance to statistical science, and this stance was the determining factor in the author's selection of topics. His treatise brings together results on aspects of statistical information, notably concerning likelihood functions, plausibility functions, ancillarity, and sufficiency, and on exponential families of probability distributions
Quantum independent increment processes by Uwe Franz( )

22 editions published between 2005 and 2006 in English and held by 506 WorldCat member libraries worldwide

Lectures given at the school "Quantum Independent Increment Processes: Structure and Applications to Physics" held at the Alfried-Krupp-Wissenschaftskolleg in Greifswald in March 9-22, 2003
Asymptotic techniques for use in statistics by O. E Barndorff-Nielsen( Book )

20 editions published between 1989 and 1990 in English and Undetermined and held by 429 WorldCat member libraries worldwide

Recent progress in theory and applications : foundations, trees, and numerical issues in finance( )

3 editions published in 2010 in English and held by 409 WorldCat member libraries worldwide

Texts that are out of print but still in demand may also be considered
Inference and asymptotics by O. E Barndorff-Nielsen( Book )

25 editions published between 1989 and 2017 in English and Undetermined and held by 370 WorldCat member libraries worldwide

"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 undergone extensive and important developments over the past 10 to 15 years, in particular as regards higher order asymptotics. This book provides an account of this field, which is still vigorously expanding." "Conditioning and ancillarity underlie the p*-formula, a key formula for the conditional density of the maximum likelihood estimator, given an ancillary statistic. Various types of pseudo-likelihood are discussed, including profile and partial likelihoods. Special emphasis is given to modified profile likelihood and modified directed likelihood, and their intimate connection with the p*-formula. Among the other concepts and tools employed are sufficiency, parameter orthogonality, invariance, stochastic expansions and saddlepoint approximations. Brief reviews are given of the most important properties of exponential and transformation models and these types of model are used as test-beds for the general asymptotic theory. A final chapter briefly discusses a number of more general issues, including prediction and randomization theory." "The emphasis is on ideas and methods, and detailed mathematical developments are largely omitted. There are numerous notes and exercises, many indicating substantial further results."--Jacket
Lévy processes : theory and applications by O. E Barndorff-Nielsen( Book )

14 editions published in 2001 in English and held by 368 WorldCat member libraries worldwide

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 and generalizations of these processes. In the past, representatives of the Lévy 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 Lévy processes. Researchers and practitioners in fields as diverse as physics, meteorology, statistics, insurance, and finance have rediscovered the simplicity of Lévy 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 Lévy processes.
Parametric statistical models and likelihood by O. E Barndorff-Nielsen( Book )

10 editions published in 1988 in English and held by 356 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
Networks and chaos : statistical and probabilistic aspects by Séminaire européen de statistique on chaos and neural networks( Book )

16 editions published between 1993 and 1994 in English and held by 345 WorldCat member libraries worldwide

Decomposition and invariance of measures, and statistical transformation models by O. E Barndorff-Nielsen( Book )

14 editions published in 1989 in English and held by 314 WorldCat member libraries worldwide

Time series models : in econometrics, finance and other fields( Book )

13 editions published between 1995 and 1996 in English and held by 301 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 processes : lectures given at Aarhus University by Kiyosi Itō( Book )

13 editions published between 2000 and 2011 in English and held by 295 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
Complex stochastic systems by Séminaire Européen de Statistique( Book )

20 editions published between 2000 and 2001 in English and Undetermined and held by 284 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."--Jacket
Stochastic geometry : likelihood and computation by W. S Kendall( Book )

15 editions published between 1998 and 1999 in English and held by 247 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
The fascination of probability, statistics and their applications : in honour of Ole E. Barndorff-Nielsen by Mark Podolskij( )

5 editions published between 2015 and 2016 in English and held by 230 WorldCat member libraries worldwide

Collecting together twenty-three self-contained 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 wind-blown sand, queueing systems, risk assessment, turbulence and other areas. The contributions are dedicated to and inspired by the research of Ole E. Barndorff-Nielsen 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
Change of time and change of measure by O. E Barndorff-Nielsen( Book )

13 editions published between 2010 and 2015 in English and held by 188 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
Stochastic methods in hydrology : rain, landforms, and floods : CIMAT, Guanajuato, Mexico, March 25-28, 1996 by Workshop on Stochastic Methods in Hydrology( Book )

15 editions published in 1998 in English and Italian and held by 177 WorldCat member libraries worldwide

Lévy matters. foundations, trees and numerical issues in finance : with a short biography of Paul Lévy by Jean Jacod by Thomas Duquesne( )

12 editions published in 2010 in English and held by 130 WorldCat member libraries worldwide

Annotation
Aeolian grain transport by O. E Barndorff-Nielsen( )

12 editions published between 1991 and 1992 in English and held by 120 WorldCat member libraries worldwide

Wind erosion has such a pervasive influence on environmental and agricultural matters that academic interest in it has been continuous for several decades. However, there has been a tendency for the resulting publications to be scattered widely in the scientific litera­ ture and consequently to provide a less coherent resource than might otherwise be hoped for. In particular, cross-reference between the literature on desert and coastal morphology, on the deterioration of wind affected soils, and on the process mechanics of the grain/air­ flow system has been disappointing. A successful workshop on "The Physics of Blown Sand", held in Aarhus in 1985, took a decisive step in collecting a research community with interests spanning geomorphology and grain/wind process mechanics. The identification of that Community was reinforced by the Binghampton Symposium on Aeolian Geomorphology in 1986 and has been fruitful in the development of a number of international collaborations. The objectives of the pre­ sent workshop, which was supported by a grant from the NATO Scientific Affairs Division, were to take stock of the progress in the five years to 1990 and to extend the scope of the community to include soil deterioration (and dust release) and those beach processes which link with aeolian activity on the coast
Ambit stochastics by O. E Barndorff-Nielsen( )

3 editions published in 2018 in English and held by 105 WorldCat member libraries worldwide

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development. Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a zone of interest, and ambit fields, which are particularly well-adapted to modelling stochastic volatility or intermittency. These attributes lend themselves notably to applications in the statistical theory of turbulence and financial econometrics. In addition to the theory and applications of Ambit Stochastics, the book also contains new theory on the simulation of ambit fields and a comprehensive stochastic integration theory for Volterra processes in a non-semimartingale context. Written by pioneers in the subject, this book will appeal to researchers and graduate students interested in empirical stochastic modelling.--
Exponential families and conditioning by O. E Barndorff-Nielsen( Book )

19 editions published in 1973 in 3 languages and held by 79 WorldCat member libraries worldwide

 
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WorldCat IdentitiesRelated Identities
Quantum independent increment processes
Covers
Recent progress in theory and applications : foundations, trees, and numerical issues in financeInference and asymptoticsLévy processes : theory and applicationsNetworks and chaos : statistical and probabilistic aspectsTime series models : in econometrics, finance and other fieldsStochastic processes : lectures given at Aarhus UniversityComplex stochastic systemsStochastic geometry : likelihood and computation
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-

Nielsen, O. E. Barndorff- 1935-

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

Nielsen, O. E. Barndorff- (Ole E. Barndorff-), 1935-

Nielsen, Ole Barndorff-

Nielsen, Ole Barndorff- 1935-

Nielsen, Ole E. Barndorff-.

Nielsen Ole E. Barndorff- 1935-....

O.E.バルンドルフ-ニールセン.

Ole Barndorff-Nielsen

Ole Barndorff-Nielsen dänischer Mathematiker

Ole Barndorff-Nielsen mathematician

Ole Barndorff-Nielsen wiskundige uit Denemarken

バルンドルフ-ニールセン, O. E

Languages
English (296)

Danish (1)

Italian (1)