The Fascination of Probability, Statistics and their Applications

In Honour of Ole E. Barndorff-Nielsen

Editors: Podolskij, M., Stelzer, R., Thorbjørnsen, S., Veraart, A.E.D. (Eds.)

  • 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 
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Hardcover $129.00
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About this book

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.

 

About the authors

Mark Podolskij since 2014 Full Professor at Aarhus University; 2010-2014 Full Professor at Heidelberg University; PostDoc: 2008-2010 ETH Zurich, 2007-2008 University of Aarhus; 2006: PhD at Ruhr-University of Bochum. Research interests: Asymptotic theory for high frequency data, inference for stochastic processes, semimartingales, stochastic analysis, Malliavin calculus, Stein's method.

Robert Stelzer since 2011 Full Professor and Director of the Institute of Mathematical Finance at Ulm University; 2008-2011 Carl-von-Linde Junior Fellow at the Institute for Advanced Study, TU Munich; 2007: PhD at TU Munich. Research interests: Financial mathematics, stochastic volatility models, stochastic processes, Lévy processes, (multivariate) time series analysis, random matrices, extreme value theory.

Steen Thorbjørnsen since 2006 Associate Professor at the University of Aarhus; 2003-2006 Associate Professor at the University of Southern Denmark; 2000-2003 Assistant Professor at the University of Southern Denmark; 1999 Ph.D at the University of Southern Denmark. Research interests: Free probability theory, Random matrices, Lévy processes and bases, operator algebras.

Almut E. D. Veraart since 2014 Reader in Statistics at Imperial College London; 2011-2014 Lecturer in Statistics at Imperial College London; 2010-2011 Assistant Professor, Aarhus University, 2007-2010 Postdoc, Aarhus University; 2008: DPhil in Statistics at University of Oxford. Research interests: Statistical inference for stochastic processes, applied probability, financial econometrics, financial mathematics; stochastic volatility models, Lévy processes, high frequency data, ambit stochastics, stochastic modelling of energy markets.


Table of contents (23 chapters)

  • On the Size Distribution of Sand

    Sørensen, Michael

    Pages 1-13

  • From Wind-Blown Sand to Turbulence and Back

    Birnir, Björn

    Pages 15-27

  • Modelling Turbulent Time Series by BSS-Processes

    Márquez, José Ulises (et al.)

    Pages 29-52

  • Associated Natural Exponential Families and Elliptic Functions

    Letac, Gérard

    Pages 53-83

  • Cumulants and Bartlett Identities in Cox Regression

    Mykland, Per Aslak (et al.)

    Pages 85-97

Buy this book

eBook $99.00
price for USA (gross)
  • ISBN 978-3-319-25826-3
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $129.00
price for USA
  • ISBN 978-3-319-25824-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
The Fascination of Probability, Statistics and their Applications
Book Subtitle
In Honour of Ole E. Barndorff-Nielsen
Editors
  • Mark Podolskij
  • Robert Stelzer
  • Steen Thorbjørnsen
  • Almut E. D. Veraart
Copyright
2016
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-25826-3
DOI
10.1007/978-3-319-25826-3
Hardcover ISBN
978-3-319-25824-9
Edition Number
1
Number of Pages
XVIII, 527
Number of Illustrations and Tables
26 b/w illustrations, 34 illustrations in colour
Topics