The Fascination of Probability, Statistics and their Applications
In Honour of Ole E. Barndorff-Nielsen
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Beschreibung
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, Lévy 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.
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, Lévy 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.
Honors the numerous scientific achievements of Ole E. Barndorff-Nielsen on the occasion of his 80th birthday Presents fascinating current research results regarding the theory of probability, statistics, as well as their applications Includes contributions by international experts Includes supplementary material: sn.pub/extras
Autor*in
Mark Podolskij
Themen in »The Fascination of Probability, Statistics and their Applications«
Barndorff-Nielsen Levy Processes Exponential Families Financial Econometrics Infinitely Divisible Distributions Mathematical Finance Statistics of Stochastic Processes Stochastic Partial Differential Equations Turbulence Time Series Stochastic Analysis Risk Measurement 60Gxx, 62Mxx, 60E07, 76F55, 62P35, 62P05, 91BXX, 62P20, 62Fxx, 62Gxx, 60F05, 60Jxx 60Hxx, 62-03, A65 quantitative finance
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“The book is organized and structured well; most of the chapters are self-contained. This book includes many useful topics and techniques for established, early career researchers and doctoral students alike. … this edited volume will be of interest to researchers working in this area. The book offers substantial and stimulating information and knowledge for the benefit of a host of a larger research group. I enjoyed reading some of the chapters of the book and found them interesting and useful.” (S. Ejaz Ahmed, Technometrics, Vol. 59 (1), January, 2017)
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