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We are also very indebted to Jette Ham- borg and Oddbj0rg Wethelund for their eminent secretarial assistance.","brand":"WoB","offers":[{"title":"- \/ - \/ INTERNAL","offer_id":52404308869393,"sku":null,"price":0.0,"currency_code":"GBP","in_stock":true},{"title":"GB \/ NEW \/ INGRAM","offer_id":52404309360913,"sku":"NLS9780387971315","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9780387971315.jpg?v=1758763849"},{"product_id":"aeolian-grain-transport-1-book-ole-e-barndorff-nielsen-9783211822692","title":"Aeolian Grain Transport 1","description":"The objectives of the pre sent workshop, which was supported by a grant from the NATO Scientific Affairs Division, were to take stock of the progress in the five years to 1990 and to extend the scope of the community to include soil deterioration (and dust release) and those beach processes which link with aeolian activity on the coast.","brand":"WoB","offers":[{"title":"- \/ - \/ INTERNAL","offer_id":52410412695825,"sku":null,"price":0.0,"currency_code":"GBP","in_stock":true},{"title":"GB \/ NEW \/ INGRAM","offer_id":52410413318417,"sku":"NLS9783211822692","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9783211822692.jpg?v=1758777944"},{"product_id":"geometry-in-present-day-science-proceedings-of-the-conference-book-ole-e-barndorff-nielsen-9789810236724","title":"Geometry In Present Day Science - Proceedings Of The Conference","description":"This proceedings volume focusses on the applications of geometry in present day science. 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Most of these developments have their root in the study of the Statistical Theory of Turbulence rather than in Financial Mathematics and Econometrics, and they form part of the new research area termed 'Ambit Stochastics'.","brand":"WoB","offers":[{"title":"- \/ - \/ INTERNAL","offer_id":52478103781649,"sku":null,"price":0.0,"currency_code":"GBP","in_stock":true},{"title":"GB \/ NEW \/ INGRAM","offer_id":52478105157905,"sku":"NLS9789814678582","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9789814678582.jpg?v=1759846658"},{"product_id":"ambit-stochastics-book-ole-e-barndorff-nielsen-9783319941288","title":"Ambit Stochastics","description":"Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development.    Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a zone of interest, and ambit fields, which are particularly well-adapted to modelling stochastic volatility or intermittency. These attributes lend themselves notably to applications in the statistical theory of turbulence and financial econometrics. In addition to the theory and applications of Ambit Stochastics, the book also contains new theory on the simulation of ambit fields and a comprehensive stochastic integration theory for Volterra processes in a non-semimartingale context.    Written by pioneers in the subject, this book will appeal to researchers and graduate students interested in empirical stochastic modelling.","brand":"WoB","offers":[{"title":"GB \/ NEW \/ INGRAM","offer_id":52598965797137,"sku":"NLS9783319941288","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9783319941288.jpg?v=1761077145"},{"product_id":"stochastic-methods-in-hydrology-rain-landforms-and-floods-book-ole-e-barndorff-nielsen-9789810233679","title":"Stochastic Methods In Hydrology: Rain, Landforms And Floods","description":"This book communicates some contemporary mathematical and statistical developments in river basin hydrology as they pertain to space-time rainfall, spatial landform and network structures and their role in understanding averages and fluctuations in the hydrologic water balance of river basins. 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Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a zone of interest, and ambit fields, which are particularly well-adapted to modelling stochastic volatility or intermittency. These attributes lend themselves notably to applications in the statistical theory of turbulence and financial econometrics. In addition to the theory and applications of Ambit Stochastics, the book also contains new theory on the simulation of ambit fields and a comprehensive stochastic integration theory for Volterra processes in a non-semimartingale context.    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In view of the statistical nature of the material discussed herein it was agreed to publish the material as a separate volume in the statistics series rather than, as is the tradition, in a joint volume in the Lecture Notes in Mathematics Series. It is a genuine pleasure to have this opportunity to thank I I I the organizers of Les Ecoles dlEte, and in particular Professor P. -L. Hennequin, for the excellent arrangements of these Summer Schools which form a very significant forum for the exchange of scientific ideas relating to probability. The efficient, careful and patient preparation of the typescript by Oddbj~rg Wethelund is also gratefully acknowledged. Aarhus, June 1988 O. E. Barndorff-Nielsen Parametric statistical Models and Likelihood O. E. Barndorff-Nielsen o. Introduction 0. 1. Outline of contents 1 0. 2. A few preliminaries 2 1. Likelihood and auxiliary statistics 1. 1. Likelihood 4 1. 2. Moments and cumulants of log likelihood derivatives 10 1. 3. Parametrization invariance 13 1. 4. Marginal and conditional likelihood 15 * 1. 5. Combinants, auxiliaries, and the p -model 19 1. 6. Orthogonal parameters 27 1. 7. Pseudo likelihood, profile likelihood and modified 30 profile likelihood 1. 8. Ancillarity and conditionality 33 41 1. 9. Partial sufficiency and partial ancillarity 1. 10.","brand":"WoB","offers":[{"title":"GB \/ NEW \/ INGRAM","offer_id":52617627074833,"sku":"NLS9780387969282","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9780387969282.jpg?v=1761530865"}],"url":"https:\/\/www.worldofbooks.com\/en-gb\/collections\/author-books-by-ole-e-barndorff-nielsen.oembed","provider":"World of Books ","version":"1.0","type":"link"}