Ole Barndorff-Nielsen
Ole Eiler Barndorff-Nielsen | |
|---|---|
Ole Barndorff-Nielsen at the Levy conference in Copenhagen in August 2007. | |
| Born | March 18, 1935 Copenhagen, Denmark |
| Died | June 26, 2022 (aged 87) Aarhus, Denmark |
| Nationality | Danish |
| Education | University of Copenhagen University of Aarhus |
| Known for | hyperbolic distribution, Information geometry, maximum likelihood estimator, Lévy processes, Barndorff-Nielsen Shephard stochastic volatility model |
| Scientific career | |
| Fields | Mathematics |
| Institutions | University of Aarhus Technical University Munich |
| Doctoral advisor | Anders Holst Andersen |
| Doctoral students | Bent Jørgensen |
Ole Eiler Barndorff-Nielsen (18 March, 1935 – 26 June, 2022) was a Danish statistician who has contributed to many areas of statistical science.