Time Series ModelsDavid R. Cox, David V. Hinkley, Ole E. Barndorff-Nielsen · First published 2019Open the Tome
Ambit StochasticsOle E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart · First published 2018Open the Tome
Information and Exponential Families in Statistical TheoryOle E. Barndorff-Nielsen · First published 2014Open the Tome
Parametric Statistical Models and LikelihoodOle E. Barndorff-Nielsen · First published 2012Open the Tome
Decomposition and Invariance of Measures, and Statistical Transformation ModelsOle E. Barndorff-Nielsen, Preben Blaesild, Poul S. Eriksen · First published 2011Open the Tome
Stochastic ProcessesKiyosi Ito, Ole E. Barndorff-Nielsen, Keniti Sato · First published 2010Open the Tome
Continuous Time Approach to Financial Volatility (Mathematics, Finance & Risk)Ole E. Barndorff-Nielsen · First published 2008Open the Tome
Lévy processesOle E. Barndorff-Nielsen, Thomas Mikosch, Sidney I Resnick · First published 2001Open the Tome