Bayesian estimation of the Gaussian mixture GARCH model. - María Concepción Ausín; Pedro Galeano (Comput. Stat. Data Anal., 2007)

Bayesian prediction of the transient behaviour and busy period in short- and long-tailed GI/G/1 queueing systems. - María Concepción Ausín; Michael P. Wiper; Rosa E. Lillo (Comput. Stat. Data Anal., 2008)

Time-varying joint distribution through copulas. - María Concepción Ausín; Hedibert Freitas Lopes (Comput. Stat. Data Anal., 2010)

A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation. - María Concepción Ausín; Pedro Galeano; Pulak Ghosh (Eur. J. Oper. Res., 2014)

A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection. - Audrone Virbickaite; María Concepción Ausín; Pedro Galeano (Comput. Stat. Data Anal., 2016)

Variational inference for high dimensional structured factor copulas. - Hoang Nguyen 004; María Concepción Ausín; Pedro Galeano (Comput. Stat. Data Anal., 2020)