Mark Podolskij, Robert Stelzer, Steen Thorbjørnsen, Almut E.D. Veraart: Preface.‐ Eva Vedel Jensen et al.: Ole E. Barndorff-Nielsen’s scientific contributions.‐ Michael Sørensen: On the size distribution of sand.‐Björn Birnir: From Wind‐Blown Sand to Turbulence and back.‐ José Ulises Márquez, Jürgen Schmiegel: Modelling Turbulent Time Series by BSS Processes.‐ Gérard 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: Lévy copulas: Review of Recent Results .‐ Fred Espen Benth, Asma Khedher: Weak Stationarity of Ornstein‐Uhlenbeck Processes with Stochastic Speed of Mean Reversion.‐ Jorge M. Ramirez, Enrique A. Thomann, Edward C. Waymire : Continuity of Local Time: An Applied Perspective .‐ Bohan Chen, Carsten Chong, Claudia Klüppelberg: Simulation of Stochastic Volterra Equations Driven by Space–Time Lévy Noise.‐ Victor Pérez‐Abreu, Alfonso Rocha‐Arteaga on the Process of the Eigenvalues of a Hermitian Lévy Process.‐ Neil Shephard, Justin J. Yang: Likelihood Inference for Exponential‐Trawl Processes.‐ Thibault Jaisson, Mathieu Rosenbaum: The Different Asymptotic Regimes of Nearly Unstable Autoregressive Processes.‐ Alessandra Luati, Tommaso Proietti: Generalised Partial Autocorrelations and the Mutual Information between Past and Future.‐ Jean Jacod, Viktor Todorov: Efficient Estimation of Integrated Volatility in Presence of Infinite Variation Jumps with Multiple Activity Indices.‐ MasayukiUchida, Nakahiro Yoshida: Model Selection for Volatility Prediction.‐Peter Reinhard Hansen, Guillaume Horel, Asger Lunde, Ilya Archakov: A Markov Chain Estimator of Multivariate Volatility from High Frequency Data.‐ Paul Embrechts, Edgars Jakobsons: Dependence Uncertainty for Aggregate Risk: Examples and Simple Bounds.‐ Mark Davis

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

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