Models for non-Gaussian variation, with applications to turbulence

Cited in

(22)

Stationary and self-similar processes driven by Lévy processes
A multi-resolution model for non-Gaussian random fields on a sphere with application to ionospheric electrostatic potentials
On mergers of distributions and distributions with exponential tails
Some properties of the multivariate generalized hyperbolic laws
On fractional Lévy processes: tempering, sample path properties and stochastic integration
Moments of the generalized hyperbolic distribution
Modeling high-frequency non-homogeneous order flows by compound Cox processes
Hyperbolic vector random fields with hyperbolic direct and cross covariance functions
Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes
Estimation of the location and scale of a symmetric hyperbolic distribution
A note on functional limit theorems for compound Cox processes
Regression Properties for Asymmetric Generalized Scale Mixtures of Multivariate Gaussian Variables
Probability density function in the log-law region of low Reynolds number turbulent boundary layer
Statistical analysis of the dynamic equations for higher-order moments in turbulent wall bounded flows
Bayesian analysis based on the Jeffreys prior for the hyperbolic distribution
Marshall-Olkin Esscher transformed Laplace distribution and processes
Incremental Similarity and Turbulence
Multivariate generalized hyperbolic laws for modeling financial log-returns: empirical and theoretical considerations
On the construction of stationary processes and random fields
Ole Eiler Barndorff-Nielsen and financial econometrics
Ole E. Barndorff-Nielsen: sand, wind and inference
On normal variance-mean mixtures as limit laws for statistics with random sample sizes

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