Ole E. Barndorff-Nielsen: Sand, Wind and Inference

Fuente: arXiv
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Autor principal: Sørensen, Michael
Formato: Preprint
Publicado: 2025
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author Sørensen, Michael
author_facet Sørensen, Michael
contents This paper reviews Ole Eiler Barndorff-Nielsen's research in the first decades of his career. The focus is on topics that he kept returning to throughout his scientific life, and on papers that he built on in later important contributions. First his early contributions to the foundations of statistical inference are reviewed with focus on conditional inference and exponential families, two topics in which he had a lifelong interest. The second half of the paper reviews his research on wind blown sand and hyperbolic distributions and processes, including his early contributions to modelling of turbulent wind fields. This research laid the foundations for his later work on financial econometrics and ambit processes.
format Preprint
id arxiv_https___arxiv_org_abs_2506_14389
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Ole E. Barndorff-Nielsen: Sand, Wind and Inference
Sørensen, Michael
Other Statistics
Statistics Theory
This paper reviews Ole Eiler Barndorff-Nielsen's research in the first decades of his career. The focus is on topics that he kept returning to throughout his scientific life, and on papers that he built on in later important contributions. First his early contributions to the foundations of statistical inference are reviewed with focus on conditional inference and exponential families, two topics in which he had a lifelong interest. The second half of the paper reviews his research on wind blown sand and hyperbolic distributions and processes, including his early contributions to modelling of turbulent wind fields. This research laid the foundations for his later work on financial econometrics and ambit processes.
title Ole E. Barndorff-Nielsen: Sand, Wind and Inference
topic Other Statistics
Statistics Theory
url https://arxiv.org/abs/2506.14389