Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of wind-blown sand, queueing systems, risk assessment, turbulence and other areas.
The contributions are dedicated to and inspired by the research of Ole E. Barndorff-Nielsen who, since the early 1960s, has been and continues to be a very active and influential researcher working on a wide range of important problems.
The topics covered include, but are not limited to, econometrics, exponential families, L?vy processes and infinitely divisible distributions, limit theory, mathematical finance, random matrices, risk assessment, statistical inference for stochastic processes, stochastic analysis and optimal control, time series, and turbulence. The book will be of interest to researchers and graduate students in?probability, statistics and their applications.
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Mark Podolskij, Robert Stelzer, Steen Thorbj?rnsen, Almut E.D. Veraart: Preface. Eva Vedel Jensen et al.: Ole E. Barndorff-Nielsens scientific contributions. Michael S?rensen: On the size distribution of sand.Bj?rn Birnir: From WindBlown Sand to Turbulence and back. Jos? Ulises M?rquez, J?rgen Schmiegel: Modelling Turbulent Time Series by BSS Processes. G?rard Letac: Associate Natural Exponential Families and Elliptic Functions. Per Aslak Mykland, Jianming Ye: Cumulants and Bartlett Identities in Cox Regression. Martin Drapatz, Alexander Lindner: Exchangeability and Infinite Divisibility. Peter Tankov: L?vy copulas: Review of Recent Results . Fred Espen Benth, Asma Khedher: Weak Stationarity of OrnsteinUhlenbeck Processes with Stochastic Speed of Mean Reversion. Jorge M. Ramirez, Enrique A. Thomann, Edward C. Waymire : Continuity of LocalC£
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