Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen
Methodology
2024-10-31 v2 Probability
Statistics Theory
Applications
Statistics Theory
Abstract
This article surveys key aspects of ambit stochastics and remembers Ole E. Barndorff-Nielsen's important contributions to the foundation and advancement of this new research field over the last two decades. It also highlights some of the emerging trends in ambit stochastics.
Keywords
Cite
@article{arxiv.2410.00566,
title = {Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen},
author = {Fred Espen Benth and Almut E. D. Veraart},
journal= {arXiv preprint arXiv:2410.00566},
year = {2024}
}