María Concepción Ausín

Publication Activity (10 Years)

Years Active: 2007-2020
Publications (10 Years): 2

Top Topics

Latent Variables

Parametric Models

Hyperparameters

Variational Inference

Top Venues

Comput. Stat. Data Anal.

Eur. J. Oper. Res.

Publications

Hoang Nguyen, María Concepción Ausín, Pedro Galeano
Variational inference for high dimensional structured factor copulas. Comput. Stat. Data Anal. 151 (2020)
Audrone Virbickaite, María Concepción Ausín, Pedro Galeano
A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection. Comput. Stat. Data Anal. 100 (2016)
María Concepción Ausín, Pedro Galeano, Pulak Ghosh
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation. Eur. J. Oper. Res. 232 (2) (2014)
María Concepción Ausín, Hedibert Freitas Lopes
Time-varying joint distribution through copulas. Comput. Stat. Data Anal. 54 (11) (2010)
María Concepción Ausín, Michael P. Wiper, Rosa E. Lillo
Bayesian prediction of the transient behaviour and busy period in short- and long-tailed GI/G/1 queueing systems. Comput. Stat. Data Anal. 52 (3) (2008)
María Concepción Ausín, Pedro Galeano
Bayesian estimation of the Gaussian mixture GARCH model. Comput. Stat. Data Anal. 51 (5) (2007)