Publications

All data comes from articles registered in PURE.

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Basse-O'Connor, A. & Rosiński, J. (2013). On Lévy’s Equivalence Theorem in Skorohod space. In C. Houdré, D. M. Mason, J. Rosi´nski & J. A. Wellner (Eds.), High dimensional probability VI: The Banff volume (pp. 219-225). Birkhäuser Verlag. https://doi.org/10.1007/978-3-0348-0490-5_14

Basse-O'Connor, A. (2013). Some properties of a class of continuous time moving average processes. In Proceedings of the 18th European Young Statisticians Meeting J.J. Strossmayer University of Osijek.

Basse-O'Connor, A. & Rosiński, J. (2015). On infinitely divisible semimartingales. Probability Theory and Related Fields, 164(1-2), 133-163. https://doi.org/10.1007/s00440-014-0609-1

Basse-O'Connor, A., Heinrich, C. & Podolskij, M. (2018). On limit theory for Lévy semi-stationary processes. Bernoulli, 24(4A), 2429-2460. https://doi.org/10.3150/17-BEJ956

Basse-O'Connor, A., Lachieze-Rey, R. & Podolskij, M. (2017). Power variation for a class of stationary increments Levy driven moving averages. Annals of Probability, 45(6B), 4477-4528. https://doi.org/10.1214/16-AOP1170

Basse-O'Connor, A. & Weber, M. (2016). On the Φ-variation of stochastic processes with exponential moments. Transactions of the London Mathematical Society, 3(1), 1-27. https://doi.org/10.1112/tlms/tlw001

Basse-O'Connor, A., Nielsen, M. S. & Pedersen, J. (2018). Equivalent martingale measures for Lévy-driven moving averages and related processes. Stochastic Processes and Their Applications, 128(8), 2538-2556. https://doi.org/10.1016/j.spa.2017.09.022

Basse-O'Connor, A., Nielsen, M. S., Pedersen, J. & Rohde, V. U. (2019). Multivariate stochastic delay differential equations and CAR representations of CARMA processes. Stochastic Processes and Their Applications, 129(10), 4119-4143. https://doi.org/10.1016/j.spa.2018.11.011

Basse-O'Connor, A., Podolskij, M. & Thäle, C. (2020). A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages. Electronic Journal of Probability, 25, 1-31. Article 31. https://doi.org/10.1214/20-EJP435

Basse-O'Connor, A., Heinrich, C. & Podolskij, M. (2019). On limit theory for functionals of stationary increments Lévy driven moving averages. Electronic Journal of Probability, 24, Article 79. https://doi.org/10.1214/19-EJP336

Basse-O'Connor, A., Nielsen, M. S., Pedersen, J. & Rohde, V. U. (2020). Stochastic delay differential equations and related autoregressive models. Stochastics: An International Journal of Probability and Stochastic Processes , 92(3), 454-477. https://doi.org/10.1080/17442508.2019.1635601

Basse-O'Connor, A., Grønbæk, T. Ø. B. & Podolskij, M. (2021). Local asymptotic self-similarity for heavy-tailed harmonizable fractional Lévy motions. ESAIM: Probability & Statistics, 25, 286-297. https://doi.org/10.1051/ps/2021011

Basse-O'Connor, A., Pilipauskaite, V. & Podolskij, M. (2021). Power variations for fractional type infinitely divisible random fields. Electronic Journal of Probability, 26, Article 55. https://doi.org/10.1214/21-EJP617

Basse-O'Connor, A. (2020). Sufficient conditions for càdlàg sample paths of stable superpositions of Ornstein–Uhlenbeck processes. In Proceeding of the 62nd ISI World Statistics Congress 2019 (pp. 74–79). Department of Statistics Malaysia. http://isi2019.org/proceeding/2.STS/STS%20VOL%203/index.html#p=85

Basse-O'Connor, A. (2010). The dynamics of stochastic processes. Department of Mathematical Sciences, Aarhus University.

Basse-O'Connor, A., Overgaard, T. L. & Rasmussen, M. M. S. (2025). Some Results on Random Mixed SAT Problems. In A. Srakar (Ed.), 23rd European Young Statisticians Meeting: 11.-15. September 2023, Ljubljana, Slovenia: Proceedings (pp. 113-118). Article 19 Statistical Society of Slovenia. https://plus.cobiss.net/cobiss/si/sl/data/cobib/213542659

Basse-O’connor, A., Pedersen, J. & Rohde, V. (2020). On infinite divisibility of a class of two-dimensional vectors in the second wiener chaos. Modern Stochastics: Theory and Applications, 7(3), 267-289. https://doi.org/10.15559/20-VMSTA160

Basse-O’connor, A. & Podolskij, M. (2024). Asymptotic theory for quadratic variation of harmonizable fractional stable processes. Theory of Probability and Mathematical Statistics, 110, 3-12. https://doi.org/10.1090/tpms/1203

Barndorff-Nielsen, O. E., Blæsild, P. & Schmiegel, J. (2004). A Parsimonious and Universal Description of Turbulent Velocity Increments. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Barndorff-Nielsen, O. E., Blæsild, P. & Schmiegel, J. (2004). A parsimonious and universal description of turbulent velocity increments. European Physical Journal B. Condensed Matter and Complex Systems, 41(3), 345-363. https://doi.org/10.1140/epjb/e2004-00328-1

Barndorff-Nielsen, O. E., Pedersen, J. & Sato, K.-I. (2001). Multivariate subordination, self-decomposability and stability. Advances in Applied Probability, 33(1), 160-187.

Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2004). Bicontinuity of the Upsilon Transformations. MaPhySto, Aarhus Universitet.

Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2002). Lévy laws in free probability. Proc. Nat. Acad. Sci., 99(26), 16568-16575.

Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2002). Lévy processes in free probability. Proc. Nat. Acad. Sci., 99(26), 16576-16580.

Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2004). Regularising Mappings of Lévy Measures. Syddansk Universitet.

Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2002). Self-decomposability and Lévy processes in free probability. Bernoulli, 8(3), 323-366.

Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2003). The Lévy-Itô Decomposition in Free Probability. Syddansk Universitet. http://www.maphysto.dk/cgi-bin/w3-msql/publications2/index.html

Barndorff-Nielsen, O. E., Graversen, S.-E., Jacod, J., Podolskij, M. & Shephard, N. (2006). A central limit theorem for realised power and bipower variations of continuous semimartingales. In Y. Kabanov, R. Liptser & J. Stoyanov (Eds.), From stochastic calculus to mathematical finance: the Shiryaev Festschrift (pp. 33-68). Springer. https://doi.org/10.1007/978-3-540-30788-4_3

Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2006). Regularizing mappings of Lévy measures. Stochastic Processes and Their Applications, 116(3), 423-446. https://doi.org/10.1016/j.spa.2005.09.011

Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2006). Classical and Free Infinite Divisibility and Lévy Processes. In O. E. Barndorff-Nielsen, U. Franz, R. Gohm, B. Kümmerer & S. Thorbjørnsen (Eds.), Quantum Independent Increment Processes II: structure of quantum Lévy processes, classical probability, and physics (pp. 33-160). Springer.

Barndorff-Nielsen, O. E., Rosinski, J. & Thorbjørnsen, S. (2008). General Upsilon-transformations. Alea, 4, 131-165. http://alea.impa.br/articles/v4/04-07.pdf

Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2005). The Lévy-Itô decomposition in free probability. Prob. Theory Rel. Fields, 131(2), 197-228. https://doi.org/10.1007/s00440-003-0322-y

Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2004). A connection between free and classical infinite divisibility. Inf. Dim. Anal. Quantum Prob. Rel. Topics, 7(4), 573-590. https://doi.org/10.1142/S0219025704001773

Barndorff-Nielsen, O. E., Rosinski, J. & Thorbjørnsen, S. (2008). General Υ-transformations. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Barndorff-Nielsen, O. E., Corcuera, J. M. & Podolskij, M. (2009). Power variation for Gaussian processes with stationary increments. Stochastic Processes and Their Applications, 119(6), 1845-1865. https://doi.org/10.1016/j.spa.2008.09.004

Barndorff-Nielsen, O. E., Corcuera, J. M., Podolskij, M. & Woerner, J. H. C. (2009). Bipower variation for Gaussian processes with stationary increments. Journal of Applied Probability, 46(1), 132-150. https://doi.org/10.1239/jap/1238592121

Barndorff-Nielsen, O. E. & Pedersen, J. (2009). Representation and properties of a class of conditionally Gaussian processes. Alea: estudos neolatinos, 6, 179-197. http://alea.impa.br/articles/v6/06-08.pdf

Barndorff-Nielsen, O. E., Benth, F. E. & Jensen, J. L. (2002). Light, atoms, and singularities. In R. C. Dalang, M. Dozzi & F. Russo (Eds.), Seminar on stochastic analysis, random fields and applications III (pp. 1-18). Birkhäuser Verlag.

Barndorff-Nielsen, O. E., Benth, F. E. & Jensen, J. L. (2000). Markov jump processes with a singularity. Advances in Applied Probability, 32(3), 779-799. https://doi.org/10.1239/aap/1013540244

Barndorff-Nielsen, O. E., Jensen, J. L. & Sørensen, M. (1998). Some stationary processes in discrete and continuous time. Advances in Applied Probability, 30(4), 989-1007. https://doi.org/10.1239/aap/1035228204

Barndorff-Nielsen, O., Blæsild, P., Jensen, J. L. & Jørgensen, B. (1982). Exponential transformation models. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 379(1776), 41-65. https://doi.org/10.1098/rspa.1982.0004

Barndorff-Nielsen, O. E., Jensen, J. L. & Sørensen, M. (1993). A statistical model for the streamwise component of a turbulent velocity field. Annales Geophysicae, 11, 99-103.

Barndorff-Nielsen, O. E., Jensen, J. L. & Sørensen, M. (1990). Parametric modelling of turbulence. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 332, 439-455.

Barndorff-Nielsen, O. E., Jensen, J. L. & Sørensen, M. (1989). Wind shear and hyperbolic distributions. Boundary-Layer Meteorology, 49(4), 417-431. https://doi.org/10.1007/BF00123653

Barndorff-Nielsen, O. E., Jensen, J. L., Nielsen, H. L., Rasmussen, K. R. & Sørensen, M. (1988). Sand transport studies in a wind tunnel using radioactive grains. Department of Mathematical Sciences, Aarhus University.

Barndorff-Nielsen, O. E., Jensen, J. L., Loft Nielsen, H., Rømer Rasmussen, K. & Sørensen, M. (1985). Windtunnel tracer studies of grain progress. In O. E. Barndorff-Nielsen, J. T. Møller, K. Rømer Rasmussen & B. B. Willetts (Eds.), Proceedings of the International Workshop on the Physics of Blown Sand: Aarhus, May 28-31, 1985 (Vol. 2, pp. 243-251). Department of Mathematical Sciences, Aarhus University.

Barndorff-Nielsen, O. E., Blæsild, P., Jensen, J. L. & Sørensen, M. (1985). The fascination of sand. In A. C. Atkinson & S. E. Fienberg (Eds.), A celebration of statistics: the ISI centenary volume (pp. 57-87). Springer.

Barndorff-Nielsen, O. E., Jensen, J. L. & Sørensen, M. (1983). On the relation between size and distance travelled for winddriven grains - results and discussion of a pilot experiment using coloured sand. In B. Mutlu Sumer & A. Müller (Eds.), Mechanics of sediment transport: proceedings of Euromech 156, Istanbul, 12-14 July 1982 (pp. 55-64). CRC Press/Balkema.

Barndorff-Nielsen, O. E. & Jensen, E. B. V. (Eds.) (1999). Geometry in present day science: proceedings of the Conference, University of Aarhus, Denmark, 16-18 January 1998. World Scientific.

Barndorff-Nielsen, O. E., Jensen, J. L. & Kendall, W. S. (Eds.) (1993). Networks and chaos: statistical and probabilistic aspects.

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Revised 10.06.2026

Lars Madsen