Parametric Statistical Models and Likelihood

by Barndorff-Nielsen, Ole E.
Published 1988

Decomposition and Invariance of Measures, and Statistical Transformation Models

by Barndorff-Nielsen, Ole E., Blaesild, Preben, Eriksen, Poul S.
Published 1989

Lévy Processes : Theory and Applications

Published 2001

Stochastic Processes : Lectures given at Aarhus University

by Ito, Kiyosi
Published 2004