Ole Eiler Barndorff-Nielsen (18 March, 1935 – 26 June, 2022) was a Danish statistician who has contributed to many areas of statistical science.

Barndorff-Nielsen became Professor Emeritus at Aarhus University at the Thiele Centre for Applied Mathematics in Natural Science and affiliated with the Center for Research in Econometric Analysis of Time Series (CREATES) on a part-time basis[1] and since 2008 also affiliated to Institute of Advanced Studies, Technical University Munich.

Among Barndorff-Nielsen's early scientific contributions are his work on exponential families and on the foundations of statistics, in particular sufficiency and conditional inference.

In 1984 he produced a short film[2][3] on the physics of blown sand and the life of the British scientist and explorer Brigadier Ralph Alger Bagnold.

[7][8] Since the mid-90s Barndorff-Nielsen has worked on stochastic models in finance (often with Neil Shephard) and turbulence, on statistical methods for the analysis of data from experiments in quantum physics, and has contributed to the theory of Lévy processes.