Lévy-based spatial-temporal modelling, with applications to turbulence OE Barndorff-Nielsen, J Schmiegel Russian Mathematical Surveys 59 (1), 65, 2004 | 126 | 2004 |
Brownian semistationary processes and volatility/intermittency OE Barndorff-Nielsen, J Schmiegel Advanced financial modelling 8, 1-26, 2009 | 119 | 2009 |
Ambit processes; with applications to turbulence and tumour growth OE Barndorff-Nielsen, J Schmiegel Stochastic Analysis and Applications: The Abel Symposium 2005, 93-124, 2007 | 103 | 2007 |
A parsimonious and universal description of turbulent velocity increments OE Barndorff-Nielsen, P Blæsild, J Schmiegel The European Physical Journal B-Condensed Matter and Complex Systems 41 (3 …, 2004 | 86 | 2004 |
Time change, volatility, and turbulence OE Barndorff-Nielsen, J Schmiegel Mathematical control theory and finance, 29-53, 2008 | 49 | 2008 |
Lévy-based growth models KÝ Jónsdóttir, J Schmiegel, EBV Jensen | 38 | 2008 |
Stochastic energy-cascade model for (1+ 1)-dimensional fully developed turbulence J Schmiegel, J Cleve, HC Eggers, BR Pearson, M Greiner Physics Letters A 320 (4), 247-253, 2004 | 38 | 2004 |
Spatio-temporal modelling-with a view to biological growth EBV Jensen, KY Jonsdottir, J Schmiegel, OE Barndorff-Nielsen Monographs on statistics and applied probability 107, 47, 2006 | 35 | 2006 |
A stochastic differential equation framework for the timewise dynamics of turbulent velocities OE Barndorff-Nielsen, J Schmiegel Theory of Probability & Its Applications 52 (3), 372-388, 2008 | 33 | 2008 |
A class of spatio-temporal and causal stochastic processes, with application to multiscaling and multifractality: Physics in South Africa J Schmiegel, OE Barndorff-Nielsen, HC Eggers South African Journal of Science 101 (11), 513-519, 2005 | 33 | 2005 |
Spatial correlations of singularity strengths in multifractal branching processes M Greiner, J Schmiegel, F Eickemeyer, P Lipa, HC Eggers Physical Review E 58 (1), 554, 1998 | 27 | 1998 |
Assessing relative volatility/intermittency/energy dissipation OE Barndorff-Nielsen, MS Pakkanen, J Schmiegel | 24 | 2014 |
A causal continuous-time stochastic model for the turbulent energy cascade in a helium jet flow E Hedevang, J Schmiegel Journal of Turbulence 14 (11), 1-26, 2013 | 18 | 2013 |
Self-scaling of turbulent energy dissipation correlators J Schmiegel Physics Letters A 337 (4-6), 342-353, 2005 | 18 | 2005 |
Time change and universality in turbulence and finance O Barndorff-Nielsen, J Schmiegel, N Shephard TN Thiele Centre, University of Aarhus, 2006 | 17 | 2006 |
Modelling Turbulent Time Series by BSS-Processes JU Márquez, J Schmiegel The fascination of probability, statistics and their applications: In Honour …, 2016 | 15 | 2016 |
Self-scaling tumor growth J Schmiegel Physica A: Statistical Mechanics and its Applications 367, 509-524, 2006 | 15 | 2006 |
Spatio-temporal modeling based on Lévy processes, and its applications to turbulence OE Barndorff-Nielsen, J Schmiegel Uspekhi Mat. Nauk 59 (1), 355, 2004 | 14 | 2004 |
A Lévy based approach to random vector fields: with a view towards turbulence E Hedevang, J Schmiegel International Journal of Nonlinear Sciences and Numerical Simulation 15 (7-8 …, 2014 | 13 | 2014 |
Finite-size scaling of two-point statistics and the turbulent energy cascade generators J Cleve, T Dziekan, J Schmiegel, OE Barndorff-Nielsen, BR Pearson, ... Physical Review E 71 (2), 026309, 2005 | 13 | 2005 |