The Fascination of Probability, Statistics and Their Applications ― In Honour of Ole E. Barndorff-nielsen
商品資訊
ISBN13：9783319258249
出版社：Springer Verlag
作者：Mark Podolskij (EDT); Robert Stelzer (EDT); Steen Thorbjornsen (EDT); Almut Veraart (EDT)
出版日：2016/01/06
裝訂：精裝
規格：23.5cm*15.9cm*3.2cm (高/寬/厚)
商品簡介
The contributions are dedicated to Ole E. Barndorff-Nielsen, and are heavily related to his research. Since the early 1960ies Ole E. Barndorff-Nielsen has been a very active and influential researcher working on different but always very important research problems and continues to do so.
The topics covered include, but are not limited to, econometrics, exponential families, Levy 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. Together the twenty-three self-contained contributions form a very interesting volume for researchers and graduate students in probability, statistics and their applications.
作者簡介
Prof. Dr. Mark Podolskij, since 2014 at Aarhus University, before (since 2010) Full Professor at Heidelberg University ( Probability and Statistics). PostDoc: 2008-2010 ETH Zurich, 2007-2008 University of Aarhus. 2006-2007 Research Assistant at Ruhr-University of Bochum. 2011: Deputy Director of MATCH (MAThematics Center Heidelberg). Research interests: Asymptotic theory for high frequency data, inference for stochastic processes (with applications to economics and physics), semimartingales, stochastic analysis, Malliavin calculus,Stein's method.
Award for one of 10 Most Cited Articles 2005-2010 in Stochastic Processes and Their Applications for the paper "Microstructure Noise in the Continuous Case: The Pre-averaging Approach", 2011
Prof. Dr. Robert Stelzer, since 2011 Professor of Financial Mathematics at Ulm University, Institute of Mathematical Finance. Postdoc 2005 – 2011 at the University of Munich, Probability and Mathematical Statistics.
Prof. Dr. Steen Thorbjornsen, Department of Mathematics at the University of Aarhus
Dr. Almut Veraart, Department of Mathematics, South Kensington Campus, Imperial College London
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