E-LIB Suche - Ergebnisse für: Concepción Ausín, M.

1

Particle learning for Bayesian semi-parametric stochastic v..:

Virbickaitė, Audronė ; Lopes, Hedibert F. ; Concepción Ausín, M..
Econometric Reviews. 38 (2019) 9 - p. 1007-1023 , 2019

Link: https://doi.org/10.1080/..

2

Seasonal copula models for the analysis of glacier discharg..:

Gómez, Mario ; Concepción Ausín, M. ; Carmen Domínguez, M.
Stochastic Environmental Research and Risk Assessment. 31 (2016) 5 - p. 1107-1121 , 2016

Link: https://doi.org/10.1007/..

3

Variational inference for high dimensional structured facto..:

Nguyen, Hoang ; Ausín, M. Concepción ; Galeano, Pedro
Computational Statistics & Data Analysis. 151 (2020) - p. 107012 , 2020

Link: https://doi.org/10.1016/..

4

Copula stochastic volatility in oil returns: Approximate Ba..:

Virbickaitė, Audronė ; Ausín, M. Concepción ; Galeano, Pedro
Energy Economics. 92 (2020) - p. 104961 , 2020

Link: https://doi.org/10.1016/..

5

Parallel Bayesian Inference for High-Dimensional Dynamic Fa..:

Nguyen, Hoang ; Ausín, M Concepción ; Galeano, Pedro
Journal of Financial Econometrics. 17 (2018) 1 - p. 118-151 , 2018

Link: https://doi.org/10.1093/..

6

Vine copula models for predicting water flow discharge at K..:

Gómez, Mario ; Ausín, M. Concepción ; Domínguez, M. Carmen
Stochastic Environmental Research and Risk Assessment. 32 (2018) 10 - p. 2787-2807 , 2018

Link: https://doi.org/10.1007/..

7

A Bayesian non-parametric approach to asymmetric dynamic co..:

Virbickaitė, Audronė ; Ausín, M. Concepción ; Galeano, Pedro
Computational Statistics & Data Analysis. 100 (2016) - p. 814-829 , 2016

Link: https://doi.org/10.1016/..

8

A semiparametric Bayesian approach to the analysis of finan..:

Ausín, M. Concepción ; Galeano, Pedro ; Ghosh, Pulak
European Journal of Operational Research. 232 (2014) 2 - p. 350-358 , 2014

Link: https://doi.org/10.1016/..

9

BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE ..:

Virbickaite, Audrone ; Ausín, M. Concepción ; Galeano, Pedro
Journal of Economic Surveys. 29 (2013) 1 - p. 76-96 , 2013

Link: https://doi.org/10.1111/..

10

Non-parametric copulas for circular–linear and circular–cir..:

Carnicero, Jose A. ; Ausín, M. Concepción ; Wiper, Michael P.
Stochastic Environmental Research and Risk Assessment. 27 (2013) 8 - p. 1991-2002 , 2013

Link: https://doi.org/10.1007/..

11

The Gaussian mixture dynamic conditional correlation model

, In: Journal of business & economic statistics

parameter estimation, value at risk calculation, and portfo...

Galeano, Pedro ; Ausín, M. Concepción. (2010) 4 - p. 559-571

Exemplare: Zentrale;

12

The Gaussian Mixture Dynamic Conditional Correlation Model:..:

Galeano, Pedro ; Ausín, M. Concepción
Journal of Business & Economic Statistics. 28 (2010) 4 - p. 559-571 , 2010

Link: https://doi.org/10.1198/..

13

Time-varying joint distribution through copulas:

Ausin, M. Concepcion ; Lopes, Hedibert F.
Computational Statistics & Data Analysis. 54 (2010) 11 - p. 2383-2399 , 2010

Link: https://doi.org/10.1016/..

14

The Gaussian Mixture Dynamic Conditional Correlation Model:..:

Galeano, Pedro ; Ausín, M. Concepción
Journal of Business & Economic Statistics. 28 (2010) 4 - p. 559-571 , 2010

Link: https://www.jstor.org/st..

15

Bayesian estimation of finite time ruin probabilities:

Ausin, M. Concepcion ; Wiper, Michael P. ; Lillo, Rosa E.
Applied Stochastic Models in Business and Industry. 25 (2009) 6 - p. 787-805 , 2009

Link: https://doi.org/10.1002/..