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Adaptive Series Estimators for Copula Densities
Age Effects in the Extinction of Planktonic Foraminifera
Anova for Parameter Dependent Nonlinear PDEs and Numerical Methods for the Stochastic Stokes Equations
Bayesian Approach to Meta-Regression
Bayesian Generalized Polychotomous Response Models and Applications
Calibration of Multivariate Generalized Hyperbolic Distributions Using the EM Algorithm, with Applications in Risk Management, Portfolio Optimization and Portfolio          Credit Risk
Class of Mixed-Distribution Models with Applications in Financial Data Analysis
Computational Study of Ion Conductance in the KcsA K⁺ Channel Using a Nernst-Planck Model with Explicit Resident Ions
Estimating the Probability of Cardiovascular Disease
Estimation from Data Representing a Sample of Curves
Frequentist Performance of Some Bayesian Confidence Intervals for the Survival Function
Functional Component Analysis and Regression Using Elastic Methods
Impulse Control Problems under Non-Constant Volatility
Investigating the Categories for Cholesterol and Blood Pressure for Risk Assessment of Death Due to Coronary Heart Disease
Method for Finding the Nadir of Non-Monotonic Relationships
Multistate Intensity Model with AR-GARCH Random Effect for Corporate Credit Rating          Transition Analysis
Numerical Methods for Portfolio Risk Estimation
Optimal Linear Representations of Images under Diverse Criteria
Option Pricing with Selfsimilar Additive Processes
Partial Differential Equation Methods to Price Options in the Energy Market
Probabilistic and Graphical Analysis of Evidence in O.J. Simpson's Murder Case Using Bayesian Networks
Quasi-3D Statistical Inversion of Oceanographic Tracer Data
Riemannian Framework for Annotated Curves Analysis
Riemannian Shape Analysis of Curves and Surfaces
Sensitivity Analysis of Options under Lévy Processes via Malliavin Calculus
Sparse Factor Auto-Regression for Forecasting Macroeconomic Time Series with Very Many Predictors
Spatiotemporal Bayesian Hierarchical Models, with Application to Birth Outcomes
Spectral Element Method to Price Single and Multi-Asset European Options
Statistical Approach for Information Extraction of Biological Relationships
Statistical Modelling and Applications of Neural Spike Trains
Stochastic Models and Inferences for Commodity Futures Pricing
Stochastic Volatility Extensions of the Swap Market Model
Time-Varying Coefficient Models with ARMA-GARCH Structures for Longitudinal Data          Analysis
Variable Selection of Correlated Predictors in Logistic Regression
Variance Gamma Pricing of American Futures Options