Inner classes as name suggests, can be declared within a
class, as for that matter, with in a for statement too... or
with in a method of another class.

Anonymous classes are also inner classes but without a name,

The advantage being more abstraction of code, but more
confusing to beginners

Inner Class: classes defined in other classes ,including 
those defined in methods are called inner classes.
 An inner class can have any accessiblity including private.

Anonumous class: Anonymous class is a class defined inside 
a method without a name and is instantiated and declared in 
the same place and cannot have explicit constructors.