Ole Barndorff-Nielsen | Academic Influence

Ole Barndorff-Nielsen's AcademicInfluence.com Rankings

Ole Barndorff-Nielsen

Mathematics

#1088

World Rank

#1850

Historical Rank

Measure Theory

#271

World Rank

#426

Historical Rank

mathematics Degrees

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Mathematics

Ole Barndorff-Nielsen's Degrees

PhD Mathematics Aarhus University

Why Is Ole Barndorff-Nielsen Influential?

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According to Wikipedia, Ole Eiler Barndorff-Nielsen was a Danish statistician who has contributed to many areas of statistical science. Education and career He was born in Copenhagen, and became interested in statistics when, as a student of actuarial mathematics at the University of Copenhagen, he worked part-time at the Department of Biostatistics of the Danish State Serum Institute. He graduated from the University of Aarhus in 1960, where he has spent most of his academic life, and where he became professor of statistics in 1973. However, in 1962-1963 and 1963-1964 he stayed at the University of Minnesota and Stanford University, respectively, and from August 1974 to February 1975 he was an Overseas Fellow at Churchill College, Cambridge, and visitor at Statistical Laboratory, Cambridge University.

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Ole Barndorff-Nielsen's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Econometric analysis of realized volatility and its use in estimating stochastic volatility models (2002) (2009)
Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics (2001) (1958)
Power and bipower variation with stochastic volatility and jumps (2003) (1871)
Processes of normal inverse Gaussian type (1997) (1290)
Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise (2008) (1287)
Information and Exponential Families in Statistical Theory (1980) (1278)
Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation (2005) (1250)
Exponentially decreasing distributions for the logarithm of particle size (1977) (1062)
Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling (1997) (948)
Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics (2004) (828)
Inference and Asymptotics (1994) (715)
Asymptotic techniques for use in statistics (1989) (715)
Estimating quadratic variation using realized variance (2002) (589)
Realized Kernels in Practice: Trades and Quotes (2009) (569)
Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading (2010) (557)
On a formula for the distribution of the maximum likelihood estimator (1983) (446)
Normal Variance-Mean Mixtures and z Distributions (1982) (432)
Econometric analysis of realised volatility and its use in estimating stochastic volatility models (2000) (425)
Infereni on full or partial parameters based on the standardized signed log likelihood ratio (1986) (404)
Lévy processes : theory and applications (2001) (382)
Information And Exponential Families (1970) (337)
Measuring Downside Risk - Realised Semivariance (2008) (336)
Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions (1977) (287)
A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales (2004) (284)
Edgeworth and Saddle‐Point Approximations with Statistical Applications (1979) (283)
Modified signed log likelihood ratio (1991) (282)
Modelling by L´ evy Processes for Financial Econometrics (2000) (250)
Networks and Chaos - Statistical and Probabilistic Aspects (1993) (222)
The pattern of natural size distributions (1980) (222)
Superposition of Ornstein--Uhlenbeck Type Processes (2001) (222)
Limit theorems for multipower variation in the presence of jumps (2006) (215)
Variation, Jumps, Market Frictions and High Frequency Data in Financial Econometrics (2005) (207)
On quantum statistical inference (2003) (192)
Time series models : in econometrics, finance and other fields (1997) (191)
Realised power variation and stochastic volatility models (2003) (189)
Normal Modified Stable Processes (2001) (181)
Non-Gaussian OU based models and some of their uses in financial economics (2000) (181)
Hyperbolic Distributions and Ramifications: Contributions to Theory and Application (1981) (178)
On the parametrization of autoregressive models by partial autocorrelations (1973) (170)
Feller processes of normal inverse Gaussian type (2001) (158)
Fisher information in quantum statistics (1998) (148)
Multivariate subordination, self-decomposability and stability (2001) (147)
Change of time and change of measure (2010) (146)
LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS (2005) (145)
Bartlett Adjustments to the Likelihood Ratio Statistic and the Distribution of the Maximum Likelihood Estimator (1984) (144)
Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models (2003) (141)
Some parametric models on the simplex (1991) (140)
Modelling by Lévy Processess for Financial Econometrics (2001) (140)
Some recent developments in stochastic volatility modelling (2002) (133)
On the level-error after Bartlett adjustment of the likelihood ratio statistic (1988) (132)
Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics (2002) (123)
Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations (2006) (120)
Some stationary processes in discrete and continuous time (1998) (120)
Prediction and asymptotics (1996) (118)
Parametric statistical models and likelihood (1988) (114)
Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes (2005) (103)
On the Limit Behaviour of Extreme Order Statistics (1963) (102)
Subsampling Realised Kernels (2007) (102)
Bipower Variation for Gaussian Processes with Stationary Increments (2008) (100)
Modelling energy spot prices by volatility modulated Levy-driven Volterra processes (2013) (100)
Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (2006) (99)
Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise (2004) (99)
Realised Kernels in Practice: Trades and Quotes (2008) (93)
Complex stochastic systems (1994) (92)
Ambit Processes; with Applications to Turbulence and Tumour Growth (2007) (90)
The role of differential geometry in statistical theory (1986) (83)
Approximate Interval Probabilities (1990) (82)
Brownian Semistationary Processes and Volatility/Intermittency (2009) (82)
Self-decomposability and Lévy processes in free probability (2002) (82)
Measuring the impact of jumps in multivariate price processes using bipower covariation (2004) (81)
Multipower Variation for Brownian Semistationary Processes (2009) (81)
First hitting time models for the generalized inverse Gaussian distribution (1978) (79)
How accurate is the asymptotic approximation to the distribution of realised variance (2001) (78)
ON THE RATE OF GROWTH OF THE PARTIAL MAXIMA OF A SEQUENCE OF INDEPENDENT, IDENTICALLY DISTRIBUTED RANDOM VARIABLES (1961) (78)
Integer-valued Lévy processes and low latency financial econometrics (2012) (77)
Stochastic Geometry (2019) (76)
Models for non-Gaussian variation, with applications to turbulence (1979) (76)
Multivariate supOU processes (2010) (74)
A Review of Some Aspects of Asymptotic Likelihood Theory for Stochastic Processes (1994) (70)
Stochastic geometry : likelihood and computation (2000) (69)
Advances in Economics and Econometrics: Variation, Jumps, and High-Frequency Data in Financial Econometrics (2007) (68)
Exponential transformation models (1982) (67)
Spectral Properties of Uperpositions of Ornstein-Uhlenbeck Type Processes (2005) (65)
Positive-definite matrix processes of finite variation (2007) (64)
Variation in particle size distribution over a small dune (1982) (62)
Identifiability of mixtures of exponential families (1965) (62)
The Fascination of Sand (1985) (62)
A parsimonious and universal description of turbulent velocity increments (2004) (61)
Chapter 4: Statistical Manifolds (1987) (58)
Lévy-based Tempo-Spatial Modelling; with Applications to Turbulence (2003) (56)
Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (2009) (56)
On the limit distribution of the maximum of a random number of independent random variables (1964) (56)
Power Variation and Time Change (2006) (55)
Erosion, deposition and size distributions of sand (1988) (55)
THE MULTIVARIATE supOU STOCHASTIC VOLATILITY MODEL (2009) (54)
Stochastic Volatility of Volatility and Variance Risk Premia (2011) (54)
Matrix Subordinators and Related Upsilon Transformations (2008) (53)
Ambit Processes and Stochastic Partial Differential Equations (2010) (52)
Classical and Free Infinite Divisibility and Lévy Processes (2006) (52)
Quasi Ornstein–Uhlenbeck processes (2009) (51)
Power variation and stochastic volatility: a review and some new results (2004) (50)
Apparent scaling (2001) (50)
Adjusted Versions of Profile Likelihood and Directed Likelihood, and Extended Likelihood (1994) (50)
Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency (2012) (49)
Normal Inverse Gaussian Distributions and (1997) (47)
Estimating quadratic variation using realised volatility (2001) (46)
Lévy-based spatial-temporal modelling, with applications to turbulence (2004) (46)
Econometric Analysis of Realised Volatility and Its Use in Estimating Levy Based Non-Gaussian OU Type Stochastic Volatility Models (2000) (45)
Decomposition and Invariance of Measures, and Statistical Transformation Models (1989) (44)
Multivariate Subordination, Selfdecomposability and Stability (44)
A CONNECTION BETWEEN FREE AND CLASSICAL INFINITE DIVISIBILITY (2004) (44)
Likelihood and Observed Geometries (1986) (44)
Lévy Matters I (2010) (42)
Stable and invariant adjusted directed likelihoods (1994) (41)
Multivariate distributions with generalized inverse gaussian marginals, and associated poisson mixtures (1992) (39)
Probability and Statistics: Self-Decomposability, Finance and Turbulence (1998) (38)
Time Change, Volatility, and Turbulence (2008) (38)
Chapter 3: Differential and Integral Geometry in Statistical Inference (1987) (38)
Stochastic processes : lectures given at Aarhus University (2004) (37)
Assessing Relative Volatility/Intermittency/Energy Dissipation (2013) (37)
Parametric modelling of turbulence (1990) (36)
Lévy laws in free probability (2002) (35)
Integer‐valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes (2013) (35)
Reproductive Exponential Families (1983) (35)
Stationary infinitely divisible processes (2011) (33)
Exponential Models with Affine Dual Foliations (1983) (33)
On M-ancillarity (1973) (33)
Modelling Electricity Futures by Ambit Fields (2014) (33)
Modelling Electricity Forward Markets by Ambit Fields (2011) (33)
A note on the calculation of Bartlett adjustments (1986) (31)
Chapter 2: Differential Geometrical Theory of Statistics (1987) (30)
Burgers' turbulence problem with linear or quadratic external potential (2005) (30)
On stochastic integration for volatility modulated Levy-driven Volterra processes (2012) (30)
Modelling Energy Spot Prices by Lévy Semistationary Processes (2010) (29)
Spatio-Temporal Modelling — with a View to Biological Growth (2007) (29)
Cuts in Natural Exponential Families (1996) (28)
Negative binomial processes (1969) (28)
Multipower Variation and Stochastic Volatility (2004) (28)
Chapter 5: Differential Metrics in Probability Spaces (1987) (27)
Lévy Copulas: Dynamics and Transforms of Upsilon Type (2007) (27)
Infinite Divisibility for Stochastic Processes and Time Change (2006) (27)
Stable and invariant adjusted profile likelihood and directed likelihood for curved exponential models (1995) (25)
A class of spatio-temporal and causal stochastic processes, with application to multiscaling and multifractality (2005) (25)
Combinatorial lemmas in higher dimensions (1963) (24)
Wind shear and hyperbolic distributions (1989) (24)
A Stochastic Differential Equation Framework for the Timewise Dynamics of Turbulent Velocities (2008) (24)
Exponential families and conditioning (1973) (24)
On conditionality resolution and the likelihood ratio for curved exponential models (1984) (24)
Lévy processes in free probability (2002) (23)
On large deviations and choice of ancillary for p* and r* (1998) (23)
Yokes and symplectic structures (1997) (23)
Basics of Levy processes (2012) (22)
Tail Exactness of Multivariate Saddlepoint Approximations (1999) (22)
A note on the standardized signed log likelihood ratio (1990) (22)
Strings, tensorial combinants, and Bartlett adjustments (1986) (22)
An ancillary invariant modification of the signed log likelihood ratio (1991) (22)
Strings: mathematical theory and statistical examples (1987) (22)
Statistics, yokes and symplectic geometry (1997) (22)
Saddlepoint approximations for the probability of ruin in finite time (1995) (21)
On stochastic integration for volatility modulated Brownian driven Volterra processes via white noise analysis (2013) (21)
Some aspects of Levy copulas (2004) (21)
Sand, wind and statistics: Some recent investigations (1986) (21)
Stationary and self-similar processes driven by Lévy processes (1999) (20)
Regularizing mappings of Lévy measures (2006) (20)
A feasible central limit theory for realised volatility under leverage (2004) (20)
Meta-Times and Extended Subordination (2012) (20)
Probability measures, Lévy measures and analyticity in time (2006) (19)
Differential Geometry, Profile Likelihood, $L$-Sufficiency and Composite Transformation Models (1988) (19)
A Note on Electrical Networks and the Inverse Gaussian Distribution (1994) (18)
Stochastic Volatility of Volatility in Continuous Time (2009) (18)
Coordinate-free definition of structurally symmetric derivative strings (1988) (18)
Пространственно-временное моделирование, основанное на процессах Леви, и его приложения к турбулентности@@@Lévy-based spatial-temporal modelling, with applications to turbulence (2004) (18)
On free and classical type G distributions (2010) (18)
Trees with random conductivities and the (reciprocal) inverse Gaussian distribution (1998) (18)
Measuring and forecasting financial variability using realised variance with and without a model (2002) (17)
Approximating exponential models (1989) (17)
Incorporation of a Leverage Effect in a Stochastic Volatility Model (1998) (17)
The Lévy-Itô decomposition in free probability (2005) (17)
Estimation problems in capture-recapture analysis (1972) (17)
Modelling Energy Spot Prices by Volatility Modulated Lévy-Driven Volterra Processes (2012) (16)
Aeolian Grain Transport 1 (1991) (16)
A note on the tail accuracy of the univariate saddlepoint approximation (1992) (16)
Cross-Commodity Modelling by Multivariate Ambit Fields (2014) (16)
Quasi profile and directed likelihoods from estimating functions (1995) (16)
Diversity of evidence and Birnbaum's theorem (1995) (15)
Limit theorems for convolutions (1964) (15)
Stochastic methods in hydrology : rain, landforms and floods : CIMAT, Guanajuato, Mexico, March 25-28, 1996 (1998) (15)
Modelling by Levy Processes (2001) (15)
Integrated OU Processes (2001) (15)
Unimodality and exponential families (1973) (14)
Distributional shape triangles with some applications in sedimentology (1991) (14)
Lévy Mixing (2014) (13)
Confidence limits from c|j|1/2 L in the single-parameter case (1985) (13)
General framework for the behaviour of continuously observed open quantum systems (2002) (13)
Structure of quantum Lévy processes, classical probability, and physics (2006) (12)
A note on the relation between modified profile likelihood and the Cox-Reid adjusted profile likelihood (1993) (12)
On the temporal-spatial variation of sediment size distributions (1991) (12)
A statistical model for the streamwise component of a turbulent velocity field (1993) (12)
Derivative strings: contravariant aspect (1987) (12)
Stochastic calculus, statistical asymptotics, Taylor strings and phyla (1994) (11)
Power variation & stochastic volatility: a review and some new results (2003) (11)
A connection between classical and free infinite divisibility (2004) (11)
The Fascination of Probability, Statistics and their Applications : In Honour of Ole E. Barndorff-Nielsen (2016) (11)
Discrete-valued Levy processes and low latency financial econometrics (2010) (10)
Assessing Gamma kernels and BSS/LSS processes (2016) (10)
MatG Random Matrices (2006) (9)
Volatility determination in an ambit process setting (2011) (9)
Information quantities in non-classical settings (1991) (9)
[Saddlepoint Methods and Statistical Inference]: Comment (1988) (9)
Finite-size scaling of two-point statistics and the turbulent energy cascade generators. (2005) (9)
Saddlepoint approximations for the probability of ruin in finite time. (1996) (8)
Factorization of Likelihood Functions for Full Exponential Families (1976) (8)
Combination of Reproductive Models (1988) (8)
Superposition of Ornstein - Uhlenbeck type processes@@@Superposition of Ornstein - Uhlenbeck type processes (2000) (7)
Semigroups of Upsilon transformations (2008) (7)
Some Recent Developments in Ambit Stochastics (2016) (7)
Selfdecomposable Fields (2015) (7)
Sorting, texture and structure (1989) (7)
Stochastic Methods In Hydrology (1998) (6)
Finite-dimensional algebraic representations of the infinite phylon group (1992) (6)
Adjusted Likelihood Inference About Interest Parameters (1994) (6)
Networks and Chaos-Statistical and Probabilistic Aspects. (1994) (6)
Time Series Models (1996) (6)
State Space and Unobserved Component Models: Measuring and forecasting financial variability using realised variance (2004) (6)
Markov jump processes with a singularity (2000) (6)
L-Nonformation, L-Ancillarity, and L-Sufficiency (2000) (5)
The interplay between insurance, finance and control (1998) (5)
Laser cooling and stochastics (2001) (5)
A note on a semiparametric estimator of mortality (1989) (5)
Generalized higher-order differentiation (1989) (4)
On Quantum Statistical Inference, II (2003) (4)
A Type of Second-Order Asymptotic Independence (1992) (4)
Matrix Lie Groups (2020) (4)
1. Networks and Chaos—Statistical and Probabilistic Aspects (1995) (4)
An example of non-attainability of expected quantum information (1998) (4)
On quantum statistical interference (2001) (4)
Extensions of type $G$ and marginal infinite divisibility@@@Extensions of type $G$ and marginal infinite divisibility (2002) (4)
Random Change of Time (2010) (3)
[The Geometry of Asymptotic Inference]: Comment (1989) (3)
Extreme Point Models in Statistics [with Discussion and Reply] (2016) (3)
River networks: a brief guide to the literature for statisticians and probabilists (1993) (3)
Exponential families exact theoty (1970) (3)
Gamma Kernels and BSS/LSS Processes (2016) (3)
Contribution to the discussion of F.W. Steutel: Infinite divisibility in theory and practice (1979) (3)
Correction Note: Comment by O. E. Barndorff-Nielsen on "The Geometry of Asymptotic Inference," by R. E. Kass, 1989, Vol. 4, 222-227 (1990) (3)
Proceedings of the conference on geometry in present day science (1999) (3)
Lévy homeomorphic parametrization and exponential families (1969) (3)
Proceedings of Conference on Foundational Questions in Statistical Inference, Aarhus, May 7-12, 1973 (1974) (3)
Light, Atoms, and Singularities (2002) (3)
Aeolian grain transport (2): The erosional environment. (1991) (3)
Higher order variation and stochastic volatility models (2001) (2)
Meta-times and extended subordination@@@Meta-times and extended subordination (2011) (2)
General Exponential Families (2006) (2)
Processes with Independent Increments.: Lévy Processes (2010) (2)
Exponential Families: Theory (2014) (2)
Alea 4, 131–165 (2008) General Υ-transformations (2008) (2)
Data-driven derivation of the turbulent energy cascade generator (2003) (2)
Stochastic dynamics of variance risk premia through stochastic volatility of volatility (2011) (2)
Important areas for future statistical research (1993) (2)
Note on exponential families and M -ancillarity (1974) (2)
Sand transport studies in a wind tunnel using radioactive grains (1988) (2)
Comments on Paper by B. Efron and D. V. Hinkley (1978) (2)
Incremental Similarity and Turbulence (2015) (2)
Subfields and loss of information (1964) (1)
Change of Time and Universal Laws in Turbulence (2007) (1)
Statistical transformation models (1989) (1)
Estimation of genit (genetic unit) frequencies in three-allele systems with five phenotypes. (2009) (1)
Stochastic Modelling of Energy Spot Prices by LSS Processes (2018) (1)
IN A WIND-TUNNEL (1981) (1)
Matrix subordinators and related Upsilon transformations@@@Matrix subordinators and related Upsilon transformations (2007) (1)
The Ambit Framework (2018) (1)
A stochastic model for sand sorting in a wind-tunnel (1981) (1)
Random Graph Dynamics by Rick Durrett (2007) (1)
Comments on paper by J. D. Kalbfleisch (1975) (1)
The Erosional environment (1991) (1)
Likelihood yokes and stable combinations of cumulants (1993) (1)
Recent progress in theory and applications : foundations, trees and numerical issues in finance (2010) (1)
Exact Distributional Results for Random Resistance Trees (2000) (1)
Comment on Hansen and Lunde’s “Realised variance and market microstructure noise” (2005) (1)
Likelihood and auxiliary statistics (1988) (1)
Infinite trees and inverse Gaussian random variables (1999) (1)
Conditionally Gaussian Distributions and Stochastic Volatility Models for the Discrete-time Case (2010) (0)
On some concepts of infinite divisibility and their roles in turbulence, finance and quantum stochastics (2005) (0)
First-order theory (1994) (0)
Reparametrizations and differential geometry (1988) (0)
Statistical (Taylor) String Theory (2006) (0)
Networks with random conductivities (1996) (0)
Inferential and geometric structures (1988) (0)
Congratulatory message (2018) (0)
Statistical inference and differential geometry — Some recent developments (1993) (0)
Edgeworth and allied expansions (1989) (0)
Higher-order theory: preliminaries and motivations (1994) (0)
Forward Curve Modelling by Ambit Fields (2018) (0)
Some tools of higher-order theory (1994) (0)
Information carriers and inference about interest parameters (1991) (0)
2 1 4 D ec 2 00 3 On Quantum Statistical Inference (2008) (0)
$L$-nonformation, $L$-ancillarity, and $L$-sufficiency@@@$L$-nonformation, $L$-ancillarity, and $L$-sufficiency (1999) (0)
Asymptotic Theory for Power Variation of LSS Processes (2018) (0)
Laplace’s method. Edgeworth and saddle-point approximations (1988) (0)
Transformation models and exponential models (1988) (0)
Decomposition, factorization and invariance of measures, with a view to applications in statistics (1985) (0)
Modelling spatio-temporal random fields (2005) (0)
Measuring downside risk – realised semivariance Ole E. Barndorff-Nielson (2008) (0)
Genetic and environmental influence on yield in 305 days/2. lactation in Danish Black Pied cattle and Red Danish cattle (1971) (0)
Martingale Measures in the Stochastic Theory of Arbitrage (2010) (0)
Paper 2009-25 Stochastic volatility of volatility in continuous time (2009) (0)
Log‐Concavity and Unimodality (2014) (0)
Comment (2006) (0)
Distribution of Likelihood Quantities (1988) (0)
Stochastic Analysis in Finance and Insurance (2008) (0)
Contribution to the discussion of Bickel, P.: Robust statistical methods (1976) (0)
Higher-order theory: Likelihood combinants (1994) (0)
Expansions for conditional distributions (1989) (0)
Book reviews (1997) (0)
Change of Measure in Option Pricing (2010) (0)
On the relation between size and distance travelled for wind-driven sand grains — Results and discussion of a pilot experiment using coloured sand (2020) (0)
A Wider View. Ambit Processes and Fields, and Volatility/Intermittency (2015) (0)
Some Ancillary Statistics and Their Properties: Comment (1982) (0)
Levy Processes in Free Probability YYYY No org found YYY (2002) (0)
Modelling and measuring volatility (2008) (0)
On Conditional Inference for Deviation from Hardy-Weinberg Distribution (1977) (0)
Semimartingales: Basic Notions,Structures, Elements of Stochastic Analysis (2010) (0)
Mini-Workshop: Lévy Processes and Related Topics in Modelling (2007) (0)
Volatility Modulated Volterra Processes (2018) (0)
Representation and properties of a class of condi- tionally Gaussian processes (2009) (0)
Multivariate asymptotic expansions (1989) (0)
A stochastic differential equation framework for the timewise dynamics of turbulent velocities@@@A stochastic differential equation framework for the timewise dynamics of turbulent velocities (2007) (0)
Duality and Exponential Families (2014) (0)
Various notions of pseudo-likelihood and higher-order theory (1994) (0)
Miscellany on multivariate distributions (1989) (0)
Selfdecomposable Fields (2015) (0)
Congratulatory message (2018) (0)
Positive-Definite Matrix Processes of Finite Variation Dedicated to the memory of Kazimierz Urbanik (2006) (0)
Math-Net . Ru All Russian mathematical portal (2019) (0)
Logic of Inferential Separation. Ancillarity and Sufficiency (2014) (0)
Introductory Theory of Exponential Families (2014) (0)
Lévy Matters I - ReadingSample (2017) (0)
Construction of invariant measures (1989) (0)
Stochastic Exponential and Stochastic Logarithm.: Cumulant Processes (2010) (0)
Stochastic Integration with Ambit Fields as Integrators (2018) (0)
Likelihood and Plausibility (2014) (0)
Topological groups and actions (1989) (0)
Size distributions and diffusion (1978) (0)
Representation and Simulation of Ambit Fields (2018) (0)
Fe b 20 02 General Framework for the Behaviour of Continuously Observed Open Quantum Systems (2001) (0)
Invariant, relatively invariant, and quasi-invariant measures (1989) (0)
Higher-order theory: some further results and tools (1994) (0)
Empirical Appendix - Results for 2004 (2006) (0)
Sample‐Hypothesis Duality and Lods Functions (2014) (0)
SOME REMARKS ON SCALING AND UNIVERSALITY IN TURBULENCE (2003) (0)
Change of Measure.: General Facts (2010) (0)
Change of Time in Semimartingale Models and Models Based on Brownian Motion and Lévy Processes (2010) (0)
Integration with Respect to Volatility Modulated Volterra Processes (2018) (0)
Incremental similarity and turbulence@@@Incremental similarity and turbulence (2016) (0)
Inferential Separation and Exponential Families (2014) (0)
Integral Representations and Change of Time in Stochastic Integrals (2010) (0)
Conditionally Brownian and Lévy Processes.: Stochastic Volatility Models (2010) (0)
Decomposition and factorization of measures (1989) (0)
Bicontinuity of the Upsilon transformations (2004) (0)
Some basic limiting procedures (1989) (0)
Change of Measure in Models Based on Lévy Processes (2010) (0)

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