1. S. K. Bar-Lev, D. Bshouty, and G. Letac, Natural exponential families and selfdecomposability,Statistics Probab. Lett.,13, 147–152 (1992).
2. O. E. Barndorff-Nielsen, Normal inverse Gaussian distributions and stochastic volatility modelling,Scand. J. Statist.,24, 1–13 (1996).
3. O. E. Barndorff-Nielsen, Processes of normal inverse Gaussian type,Finance and Stochastics,2, 41–68 (1998).
4. O. E. Barndorff-Nielsen, J. L. Jensen, and M. Sørensen, Parametric modelling of turbulence,Philos. Trans. Roy. Soc. London,A332, 439–455 (1990).
5. O. E. Barndorff-Nielsen, J. L. Jensen, and M. Sørensen,Some stationary processes in discrete and continuous time, Research Report 241, Dept. Theor. Statistics, Aarhus University (1995).