The following pages link to Ole Eiler Barndorff-Nielsen (Q627237):
Displaying 50 items.
- (Q137551) (redirect page) (← links)
- (Q201765) (redirect page) (← links)
- Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- Assessing relative volatility/ intermittency/energy dissipation (Q470490) (← links)
- Selfdecomposable fields (Q521968) (← links)
- Multivariate supOU processes (Q627238) (← links)
- Quasi Ornstein-Uhlenbeck processes (Q638762) (← links)
- Stationary infinitely divisible processes (Q642197) (← links)
- Multipower variation for Brownian semistationary processes (Q654402) (← links)
- Orthogeodesic models (Q688403) (← links)
- Self-decomposability and Lévy processes in free probability (Q701662) (← links)
- Subsampling realised kernels (Q737277) (← links)
- Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading (Q737896) (← links)
- Exponential models with affine dual foliations (Q787612) (← links)
- Reproductive exponential families (Q787613) (← links)
- Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations (Q850723) (← links)
- Infinite divisibility for stochastic processes and time change (Q867076) (← links)
- Differential geometry, profile likelihood, L-sufficiency and composite transformation models (Q915300) (← links)
- On free and classical type \(G\) distributions (Q985982) (← links)
- Probability measures, Lévy measures and analyticity in time (Q1002550) (← links)
- Power variation for Gaussian processes with stationary increments (Q1019612) (← links)
- Likelihood and observed geometries (Q1095526) (← links)
- Coordinate-free definition of structurally symmetric derivative strings (Q1108631) (← links)
- Combination of reproductive models (Q1112485) (← links)
- Some parametric models on the simplex (Q1182749) (← links)
- Decomposition and invariance of measures, and statistical transformation models (Q1188564) (← links)
- A note on the tail accuracy of the univariate saddlepoint approximation (Q1209809) (← links)
- First hitting time models for the generalized inverse Gaussian distribution (Q1244756) (← links)
- Stochastic calculus, statistical asymptotics, Taylor strings and phyla (Q1327537) (← links)
- Prediction and asymptotics (Q1353416) (← links)
- Yokes and symplectic structures (Q1372398) (← links)
- Processes of normal inverse Gaussian type (Q1381483) (← links)
- Statistics, yokes and symplectic geometry (Q1383412) (← links)
- On large deviations and choice of ancillary for \(p^*\) and \(r^*\) (Q1385006) (← links)
- Realized power variation and stochastic volatility models (Q1395938) (← links)
- Realized power variation and stochastic volatility model (Q1431540) (← links)
- Inifinite trees and inverse Gaussian random variables (Q1576391) (← links)
- Comment on: ``The geometry of asymptotic inference'' by R. E. Kass (Q1596018) (← links)
- Stationary and self-similar processes driven by Lévy processes (Q1613667) (← links)
- The Lévy-Itô decomposition in free probability (Q1769076) (← links)
- Parametric statistical models and likelihood (Q1801224) (← links)
- Quasi profile and directed likelihoods from estimating functions (Q1909451) (← links)
- On the parametrization of autoregressive models by partial autocorrelations (Q2265777) (← links)
- Information quantities in non-classical settings (Q2365194) (← links)
- Regularizing mappings of Lévy measures (Q2490069) (← links)
- Limit theorems for multipower variation in the presence of jumps (Q2495383) (← links)
- Semigroups of Upsilon transformations (Q2518619) (← links)
- Identifiability of mixtures of exponential families (Q2521868) (← links)
- Spectral properties of superpositions of Ornstein-Uhlenbeck type processes (Q2583517) (← links)
