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List of works by Ole E. Barndorff-Nielsen

A parsimonious and universal description of turbulent velocity increments

scientific article published in October 2004

Change of Time and Change of Measure

scientific article (publication date: 10 March 2015)

Econometric analysis of realized volatility and its use in estimating stochastic volatility models

article

Edgeworth and Saddle-Point Approximations with Statistical Applications

Erosion, deposition and size distributions of sand

scientific article published on 8 June 1988

Exponentially Decreasing Distributions for the Logarithm of Particle Size

scientific article published in 1977

Feller processes of normal inverse Gaussian type

scientific article published in March 2001

Finite-size scaling of two-point statistics and the turbulent energy cascade generators

scientific article published on 28 February 2005

Hyperbolic Distributions and Distributions on Hyperbolae

Lévy laws in free probability

scientific article

Lévy processes in free probability

scientific article

Multivariate supOU processes

scientific article published in February 2011

Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics

On a formula for the distribution of the maximum likelihood estimator

article

On quantum statistical inference

article published in 2003

On the parametrization of autoregressive models by partial autocorrelations

article by Ole E. Barndorff-Nielsen & G Schou published December 1973 in Journal of Multivariate Analysis

R. A. Fisher in the 21st century (Invited paper presented at the 1996 R. A. Fisher Lecture)Comment by D. R. CoxComment by Rob KassComment by Ole E. Barndorff-NielsenComment by D. V. HinkleyComment by D. A. S. FraserComment by A. P. DempsterRejoinder

article

Superposition of Ornstein--Uhlenbeck Type Processes

The Fascination of Sand

The pattern of natural size distributions

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