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Disambiguation of "Barndorff-Nielsen, Ole E."

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Information and exponential families

. Wiley series in probability and mathematical statistics Wiley, Chichester u.a., (1978)

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Anders E Nielsen

Thea Nielsen

Heimo Nielsen

Sigurd Nielsen

Günter Nielsen

 

Other publications of authors with the same name

R. A. Fisher in the 21st Century: Comment. Statistical Science, 13 (2): 116--117 (1998)Regularizing mappings of Lévy measures, and . Stochastic Processes and their Applications, 116 (3): 423--446 (March 2006)Stationary and self-similar processes driven by Lévy processes, and . Stochastic Processes and their Applications, 84 (2): 357--369 (Dec 1, 1999)Some recent developments in stochastic volatility modelling, , and . Quantitative Finance, 2 (1): 11--23 (2002)Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics, and . Econometrica, 72 (3): 885--925 (122 05 2004)doi: 10.1111/j.1468-0262.2004.00515.x.Information and exponential families. Wiley series in probability and mathematical statistics Wiley, Chichester u.a., (1978)Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes, and . Journal of Econometrics, 131 (1-2): 217--252 (00 2006)Limit theorems for multipower variation in the presence of jumps, , and . Stochastic Processes and their Applications, 116 (5): 796--806 (May 2006)Bipower variation for Gaussian processes with stationary increments, , , and . J. Appl. Probab., 46 (1): 132-150 (2009)