An Overview of Mixture Models

Analysis of a Class of Likelihood Based Continuous Time Stochastic Volatility Models including Ornstein-Uhlenbeck Models in Financial Economics

Analysis of binary spatial data by quasi-likelihood estimating equations

Analysis of variance, coefficient of determination and $F$-test for local polynomial regression

Analysis of variance--why it is more important than ever

Analytic perturbations and systematic bias in statistical modeling and inference

Analyticity, Convergence and Convergence Rate of Recursive Maximum Likelihood Estimation in Hidden Markov Models

Analyzing Incomplete Discrete Longitudinal Clinical Trial Data

Anisotropic Nonlocal Means Denoising

Annuities under random rates of interest - revisited

Anomalies in the Foundations of Ridge Regression

Anomalities in the Analysis of Calibrated Data

ANOVA for diffusions and Itô processes

Application of Quantum Theory to Super-parametric Density Estimation

Applications of the Likelihood Theory in Finance: Modelling and Pricing

Approximate conditional inference for panel logit models allowing for state dependence and unobserved heterogeneity

Approximate cost-efficient sequential designs for binary response models with application to switching measurements

Approximately unbiased tests of regions using multistep-multiscale bootstrap resampling

Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus

Approximating a sequence of observations by a simple process