Countless professionals and students who use statistics in their work rely on the multi-
volume Encyclopedia of Statistical Sciences as a superior and unique source of information …

I first met exponential families as a beginning graduate student. The previous summer I had
written a short research report under the direction of Richard Bellman at the RAND …

A survey is given of general properties of normal variance-mean mixtures, including various
new results. In particular, it is shown that the class of self-reciprocal normal variance …

Maintaining the excellent features that made the first edition so popular, this outstanding
reference/text presents the only comprehensive treatment of the theory of point processes …

A class of generalized autoregressive moving average (GARMA) models is developed that
extends the univariate Gaussian ARMA time series model to a flexible observation-driven …

This second edition of Models for Repeated Measurements has been comprehensively
revised and updated, taking into account the huge amount of research that has been carried …

Some important aspects of the asymptotic likelihood theory for stochastic processes is
reviewed, with particular attention to martingale properties and to information and higher …

It is shown how one can construct a model for a jump process depending on an arbitrary
intensity measure with the property that if the measure is absolutely continuous it reduces to …

This book was first published in 2004. Many observed phenomena, from the changing
health of a patient to values on the stock market, are characterised by quantities that vary …

Natural-gradient methods enable fast and simple algorithms for variational inference, but
due to computational difficulties, their use is mostly limited to minimal exponential-family …