The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:

  • Who is researching a specific topic?
  • What is an expert, group or particular department researching?

The search results will adhere to the following limits: active Researchers at Carlos III University of Madrid, Projects since 2006 and Publications, Theses, Patents and Software since 2008.

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Author profile at the institutional portal

Ausin Olivera, Maria Concepcion causin@est-econ.uc3m.es

Estadística / Universidad Carlos III de Madrid

Publications

Open Access

Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction

  • Ausin Olivera, Maria Concepcion
  • Galeano San Miguel, Pedro

Energy Economics - 10/2020

https://doi.org/10.1016/j.eneco.2020.104961 View at source

  • EISSN 1873-6181
  • ISSN 0140-9883
Open Access

Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas

  • Nguyen, Hoang
  • Ausin Olivera, Maria Concepcion
  • Galeano San Miguel, Pedro

Journal of Financial Econometrics (p. 118-151) - 10/2019

10.1093/jjfinec/nby032 View at source

  • EISSN 1479-8417
  • ISSN 1479-8409

Particle learning for Bayesian semi-parametric stochastic volatility model

  • Lopes, Hedibert F.
  • Ausin Olivera, Maria Concepcion
  • Galeano San Miguel, Pedro

Econometric Reviews - 1/2019

10.1080/07474938.2018.1514022 View at source

  • EISSN 1532-4168
  • ISSN 0747-4938
Open Access

Density estimation of circular data with Bernstein polynomials

  • Carnicero, J.a.
  • Wiper, Michael Peter
  • Ausin Olivera, Maria Concepcion

Hacettepe Journal of Mathematics and Statistics (p. 273-286) - 4/2018

https://doi.org/10.15672/hjms.2014437525 View at source

  • ISSN 1303-5010
Open Access

Multidimensional risk in a nonstationary climate: joint probability of increasingly severe warm and dry conditions

  • Sarhadi, Ali
  • Ausin Olivera, Maria Concepcion
  • Wiper, Michael Peter
  • Touma, Danielle
  • Diffenbaugh, Noah S

Science Advances - 11/2018

10.1126/sciadv.aau3487 View at source

  • ISSN 2375-2548

Vine copula models for predicting water flow discharge at King George Island, Antarctica

  • Gómez, Mario
  • Ausin Olivera, Maria Concepcion
  • Dominguez, Camren

STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT (p. 2787-2807) - 10/2018

10.1007/s00477-018-1599-9 View at source

  • EISSN 1436-3259
  • ISSN 1436-3240
Open Access

Seasonal copula models for the analysis of glacier discharge at King George Island, Antarctica

  • Gomez Diaz, Mario
  • Ausin Olivera, Maria Concepcion
  • Dominguez, M. Carmen

STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT (p. 1107-1121) - 7/2017

https://doi.org/10.1007/s00477-016-1217-7 View at source

  • EISSN 1436-3259
  • ISSN 1436-3240

A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection

  • Virbickaite, Audrone
  • Ausin Olivera, Maria Concepcion
  • Galeano San Miguel, Pedro

COMPUTATIONAL STATISTICS & DATA ANALYSIS (p. 814-829) - 8/2016

Editor: UNIVERSIDAD CARLOS III DE MADRID

https://doi.org/10.1016/j.csda.2014.12.005 View at source

  • EISSN 1872-7352
  • ISSN 0167-9473
Open Access

Time-varying nonstationary multivariate risk analysis using a dynamic Bayesian copula

  • Sarhadi, Ali
  • Burn, Donald H.
  • Ausin Olivera, Maria Concepcion
  • Wiper, Michael Peter

Water Resources Research (p. 2327-2349) - 3/2016

https://doi.org/10.1002/2015wr018525 View at source

  • EISSN 1944-7973
  • ISSN 1944-7973
Open Access

A New Time-varying Concept of Risk in a Changing Climate

  • Sarhadi, Ali
  • Ausin Olivera, Maria Concepcion
  • Wiper, Michael Peter

Scientific Reports (p. 1-7) - 10/2016

https://doi.org/10.1038/srep35755 View at source

  • ISSN 2045-2322

This researcher has no books.

Markov chain Monte Carlo, introduction. In: Wiley Stats Ref: Statistics Reference Online

  • Ausin Olivera, Maria Concepcion

Wiley Stats Ref: Statistics Reference Online (p. 1-10) - 1/2015

Editor: JOHN WILEY AND SONS LTD

Bayesian Prediction of Risk Measurements Using Copulas. In: Rethinking Risk Measurement and Reporting. 2, Examples and Applications from Finance

  • Ausin Olivera, Maria Concepcion
  • Freitas Lopes, Hedibert

Rethinking Risk Measurement and Reporting. 2, Examples and Applications from Finance (p. 69-94) - 11/2010

Editor: RISK BOOKS

  • ISBN 978-1-906348-50-2

Bayesian hierarchical vine copula models for the analysis of glacier discharge

  • Ausin Olivera, Maria Concepcion
  • Gomez Diaz, Mario
  • Dominguez, Carmen

11th International Conference of the ERCIM Working Group on Computational and Methodological Statistics - 2018

Editor: ECOSTA ECONOMETRICS AND STATISTICS

  • ISBN 978-9963-2227-5-9

Modelling high dimensional stock dependence using factor copulas

  • Nguyen, Hoang
  • Ausin Olivera, Maria Concepcion
  • Galeano San Miguel, Pedro

9th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016)<br/> - 2016

Approximate bayesian computation for phase-type distributions

  • Ausin Olivera, Maria Concepcion
  • Galeano San Miguel, Pedro
  • Wilson, Simon

9th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016) - 2016

Adapting the Bernstein copula to modeling cylindrical and spherical data with applications

  • Wiper, Michael Peter
  • Ausin Olivera, Maria Concepcion
  • Carnicero Carreño, Jose Antonio

8th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2015) - 2015

Copula-based models for the analysis of glacier discharge at King George Island, Antarctica

  • Ausin Olivera, Maria Concepcion
  • Gomez, M.
  • Dominguez, C

XXXV Congreso Nacional de Estadística e Investigación Operativa. IX Jornadas de Estadística Pública (SEIO 2015) - 2015

Open Access

Particle learning for Bayesian non-parametric Markov switching stochastic volatility model

  • Virbickaite, Audrone
  • Lopes, E. F.
  • Galeano San Miguel, Pedro
  • Ausin Olivera, Maria Concepcion

Workshop Métodos Bayesianos'14 - 2014

Editor: UNIVERSIDAD CARLOS III DE MADRID

Particle learning for Bayesian nonparametric stochastic volatility model

  • Ausin Olivera, Maria Concepcion
  • Virbickaite, Audrone
  • Galeano San Miguel, Pedro
  • Lopes, H.

II Conference of the International Society for Non-Parametric Statistics - 2014

Particle learning for bayesian non-parametric Markov switching stochastic volatility models with financial applications

  • Virbickaite, Audrone
  • Lopes Moreira Da Veiga, Maria Helena
  • Galeano San Miguel, Pedro
  • Ausin Olivera, Maria Concepcion

7th International Conference on Computational and Financial Econometrics (CFE 2013) - 2013

Bayesian Non-Parametric Portfolio Allocation and Hedging Risk with Multivariate Asymmetric GARCH

  • Virbickaite, Audrone
  • Ausin Olivera, Maria Concepcion
  • Galeano San Miguel, Pedro

6th CSDA International Conference on Computational and Financial Econometrics (CFE 2012) / 5th International Conference of the ERCIM Working Group on Computing & Statistics (ERCIM 2012) - 2012

Bivariate Density Approximation using Random Bernstein Polynomials

  • Zhao, Yanyun
  • Wiper, Michael Peter
  • Ausin Olivera, Maria Concepcion

XXXIII Congreso Nacional de Estadística e Investigación Operativa y de las VII Jornadas de Estadística Pública - 2012

Open Access

Variational Inference for high dimensional structured factor copulas

  • Nguyen, Hoang
  • Ausin Olivera, Maria Concepcion
  • Galeano San Miguel, Pedro

COMPUTATIONAL STATISTICS & DATA ANALYSIS (p. 1-23) - 11/2018

Editor: ECOSTA ECONOMETRICS AND STATISTICS

https://doi.org/10.1016/j.csda.2020.107012 View at source

  • ISBN 978-9963-2227-5-9
  • EISSN 1872-7352
  • ISSN 0167-9473
Open Access

Vine copula models for predicting water flow discharge in Antarctic glaciers

  • Gomez Diaz, Mario
  • Ausin Olivera, Maria Concepcion
  • Dominguez, M. Carmen

2016

Open Access

Seasonal copula models for the analysis of glacier discharge at King George Island, Antarctica

  • Gomez Riocerezo, Maria
  • Ausin Olivera, Maria Concepcion
  • Domínguez, M. C.

2015

Bayesian multivariate Bernstein polynomial density estimation

  • Zhao, Yanyun
  • Ausin Olivera, Maria Concepcion
  • Wiper, Michael Peter

2013

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Non-parametric methods for circular-circular and circular-linear

  • Carnicero Carreño, Jose Antonio
  • Wiper, Michael Peter
  • Ausin Olivera, Maria Concepcion

2011

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

Circular Bernstein Polynomial Distributions

  • Carnicero Carreño, Jose Antonio
  • Wiper, Michael Peter
  • Ausin Olivera, Maria Concepcion

2010

Editor: UNIVERSIDAD CARLOS III DE MADRID

This researcher has no technical reports.

PID2022-138114NB-I00 - Modelización de dependencias en altas dimensiones. - HI-DEMO

  • Wiper, Michael Peter
  • Ausin Olivera, Maria Concepcion
  • Garcia Sipols, Ana Elizabeth
  • Galeano San Miguel, Pedro
  • Alonso Fernandez, Andres Modesto
  • Strzalkowska-kominiak, Ewa

Period: 01-09-2023 - 31-08-2026

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

PID2019-108311GB-I00 - Procedimientos estadísticos computacionales para datos dinámicos con estructura de dependencia compleja y aplicaciones

  • Galeano San Miguel, Pedro
  • Alonso Fernandez, Andres Modesto
  • Garcia Sipols, Ana Elizabeth
  • Wiper, Michael Peter
  • Ausin Olivera, Maria Concepcion

Period: 01-06-2020 - 31-05-2023

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

ECO2015-66593-P - "Big data" y datos complejos en Empresa y Finanzas

  • Peña Sanchez De Rivera, Daniel
  • Romo Urroz, Juan
  • Muñoz Garcia, Alberto
  • Garcia Sipols, Ana Elizabeth
  • Senra Diaz, Eva
  • Wiper, Michael Peter
  • Ausin Olivera, Maria Concepcion
  • Romera Ayllon, Maria Rosario
  • Galeano San Miguel, Pedro
  • Lillo Rodriguez, Rosa Elvira
  • Velilla Cerdan, Santiago
  • Niño Mora, Jose
  • Cascos Fernandez, Ignacio
  • Alonso Fernandez, Andres Modesto
  • Jimenez Recaredo, Raul Jose
  • Cabras, Stefano
  • Arribas Gil, Ana
  • Martin Apaolaza, Nirian
  • Aguilera Morillo, Maria Del Carmen
... View more Collapse

Period: 01-01-2016 - 31-12-2019

Type of funding: National

Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL

FCT-13-6408 - Potenciación de la divulgación científica de la UCC+I de la UC3M

  • Neira Jimenez, Maria Luz
  • Ausin Olivera, Maria Concepcion
  • Lillo Rodriguez, Rosa Elvira
  • Herrera Garcia, Ana Maria
  • Alonso Flores, Francisco Javier
  • Rosique Jove, Beatriz
  • Laniado Rodas, Henry
  • Virbickaite, Audrone
  • Mingotti, Nicola
... View more Collapse

Period: 01-09-2013 - 31-08-2014

Type of funding: National

Funding entity: FUNDACION ESPAÑOLA DE CIENCIA Y TECNOLOGIA F.S.P.

Predicción del número óptimo de vendedores en tiendas

  • Lado Couste, Nora Rita
  • Lillo Rodriguez, Rosa Elvira
  • Ausin Olivera, Maria Concepcion
  • Rodriguez Cesar, Joanna Virginia
  • Mingotti, Nicola

Period: 01-05-2012 - 25-06-2012

Type of funding: Regional

Funding entity: TELEINFORMÁTICA Y COMUNICACIONES, S.A.

UC3M-ECO-05-072 - Técnicas no paramétricas y de computación intensiva en estadística

  • Romo Urroz, Juan
  • Muñoz Garcia, Alberto
  • Peña Sanchez De Rivera, Daniel
  • Torrente Orihuela, Ester Aurora
  • Prieto Fernandez, Francisco Javier
  • Durban Reguera, Maria Luz
  • Wiper, Michael Peter
  • Ausin Olivera, Maria Concepcion
  • Romera Ayllon, Maria Rosario
  • Lillo Rodriguez, Rosa Elvira
  • Velilla Cerdan, Santiago
  • Lopez Pintado, Sara
  • Villagarcia Casla, Teresa
  • Baillo Moreno, Amparo
  • Lopez Lopez, Angel
  • Molina Peralta, Isabel
  • Diasparra Ramos, Maikol Alejandra
  • Ramirez Cobo, Josefa
  • Franco Pereira, Alba Maria
  • Casado De Lucas, David
  • Marin Diazaraque, Juan Miguel
  • Alonso Fernandez, Andres Modesto
  • Lee Hwang, Dae-jin
  • Rodriguez, Alejandro Federico
  • Giuliodori, Maria Andrea
  • Cabras, Stefano
  • Alva Chavez ., Kenedy Pedro
... View more Collapse

Period: 01-01-2006 - 31-12-2006

Type of funding: Regional

Funding entity: COMUNIDAD DE MADRID-UC3M

UC3M-ECO-05-061 - Modelización estadística y análisis de datos

  • Peña Sanchez De Rivera, Daniel
  • Muñoz Garcia, Alberto
  • Martin De Diego, Isaac
  • Sanchez Rodriguez-morcillo, Ismael
  • Romo Urroz, Juan
  • Redondas Marrero, Maria Dolores
  • Wiper, Michael Peter
  • Benito Bonito, Monica
  • Ausin Olivera, Maria Concepcion
  • Romera Ayllon, Maria Rosario
  • Galeano San Miguel, Pedro
  • Lillo Rodriguez, Rosa Elvira
  • Velilla Cerdan, Santiago
  • Villagarcia Casla, Teresa
  • Viladomat Comerma, Julia
  • Casas Lopez, Omar Jesus
  • Leton Molina, Emilio
  • Marin Diazaraque, Juan Miguel
  • Alonso Fernandez, Andres Modesto
  • Fried, Roland Hermann
  • Gzyl ., Henryk
  • Yohai, Victor Jaime
  • Zamar, Ruben Horacio
  • Tiao, George C.
  • Gonzalez Prieto, Ester
  • Silva Urrutia, Jose Eliud
  • Gonzalez Hernandez, Javier
... View more Collapse

Period: 01-01-2006 - 31-03-2007

Type of funding: Regional

Funding entity: COMUNIDAD DE MADRID-UC3M

Bayesian inference for high dimensional factor copula models

  • Ausin Olivera, Maria Concepcion
  • Nguyen, Hoang
  • Galeano San Miguel, Pedro

Reading date: 11-07-2019

Tutela multinivel de los derechos: obstáculos procesales/ Bayesian Non-Parametrics for Time-Varying Volatility Models

  • Galeano San Miguel, Pedro
  • Virbickaite, Audrone
  • Ausin Olivera, Maria Concepcion

Reading date: 19-02-2015

Reading institution: CAMPUS DE GETAFE

Contributions to bayesian non-parametrics

  • Wiper, Michael Peter
  • Zhao, Yanyun
  • Ausin Olivera, Maria Concepcion

Reading date: 10-07-2015

Reading institution: CAMPUS DE GETAFE

Semi-parametric and non-parametric methods for directional data

  • Carnicero Carreño, Jose Antonio
  • Wiper, Michael Peter
  • Ausin Olivera, Maria Concepcion

Reading date: 30-06-2011

Reading institution: CAMPUS DE GETAFE

Bayesian modelling of glacial discharge in Antarctica<br/> using copulas

  • Ausin Olivera, Maria Concepcion
  • Gomez Diaz, Mario
  • Dominguez Alvarez, Maria Del Carmen

Reading date: 22-12-2017

This researcher has no patents or software licenses.

Last data update: 8/24/24 2:21 PM