| Multidimensional risk in a nonstationary climate: Joint probability of increasingly severe warm and dry conditions A Sarhadi, MC Ausín, MP Wiper, D Touma, NS Diffenbaugh Science advances 4 (11), eaau3487, 2018 | 162 | 2018 |
| Time-varying joint distribution through copulas MC Ausin, HF Lopes Computational Statistics & Data Analysis 54 (11), 2383-2399, 2010 | 140 | 2010 |
| Time‐varying nonstationary multivariate risk analysis using a dynamic Bayesian copula A Sarhadi, DH Burn, M Concepcion Ausin, MP Wiper Water Resources Research 52 (3), 2327-2349, 2016 | 114 | 2016 |
| Bayesian estimation of the Gaussian mixture GARCH model MC Ausín, P Galeano Computational Statistics & Data Analysis 51 (5), 2636-2652, 2007 | 109 | 2007 |
| Bayesian inference methods for univariate and multivariate GARCH models: A survey A Virbickaite, MC Ausín, P Galeano Journal of Economic Surveys 29 (1), 76-96, 2015 | 61 | 2015 |
| Bayesian estimation for the M/G/1 queue using a phase-type approximation MC Ausın, MP Wiper, RE Lillo Journal of Statistical Planning and Inference 118 (1-2), 83-101, 2004 | 55 | 2004 |
| Non-parametric copulas for circular–linear and circular–circular data: an application to wind directions JA Carnicero, MC Ausín, MP Wiper Stochastic environmental research and risk assessment 27, 1991-2002, 2013 | 45 | 2013 |
| Bayesian prediction of the transient behaviour and busy period in short-and long-tailed GI/G/1 queueing systems MC Ausín, MP Wiper, RE Lillo Computational Statistics & Data Analysis 52 (3), 1615-1635, 2008 | 38 | 2008 |
| A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation MC Ausín, P Galeano, P Ghosh European Journal of Operational Research 232 (2), 350-358, 2014 | 36 | 2014 |
| The gaussian mixture dynamic conditional correlation model: Parameter estimation, value at risk calculation, and portfolio selection P Galeano, MC Ausín Journal of Business & Economic Statistics 28 (4), 559-571, 2010 | 30 | 2010 |
| Bayesian control of the number of servers in a GI/M/c queueing system MC Ausín, RE Lillo, MP Wiper Journal of Statistical Planning and inference 137 (10), 3043-3057, 2007 | 30 | 2007 |
| A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection A Virbickaitė, MC Ausín, P Galeano Computational statistics & data analysis 100, 814-829, 2016 | 26 | 2016 |
| A new time-varying concept of risk in a changing climate A Sarhadi, MC Ausín, MP Wiper Scientific Reports 6 (1), 35755, 2016 | 22 | 2016 |
| Bayesian nonparametric models of circular variables based on Dirichlet process mixtures of normal distributions G Nuñez-Antonio, MC Ausín, MP Wiper Journal of Agricultural, Biological, and Environmental Statistics 20, 47-64, 2015 | 19 | 2015 |
| Seasonal copula models for the analysis of glacier discharge at King George Island, Antarctica M Gómez, M Concepción Ausín, M Carmen Domínguez Stochastic environmental research and risk assessment 31, 1107-1121, 2017 | 17 | 2017 |
| Bayesian analysis of multiple hypothesis testing with applications to microarray experiments MC Ausín, MA Gómez-Villegas, B González-Pérez, MT Rodríguez-Bernal, ... Communications in Statistics-Theory and Methods 40 (13), 2276-2291, 2011 | 15 | 2011 |
| Nonparametric analysis of aggregate loss models JM Vilar, R Cao, MC Ausín, C González-Fragueiro Journal of Applied Statistics 36 (2), 149-166, 2009 | 15 | 2009 |
| Particle learning for Bayesian semi-parametric stochastic volatility model A Virbickaitė, HF Lopes, MC Ausín, P Galeano Econometric Reviews, 2019 | 14 | 2019 |
| Bayesian modelling of hospital bed occupancy times using a mixed generalized Erlang distribution MC Ausín, RE Lillo, F Ruggeri, MP Wiper Bayesian Statistics 7, 443-452, 2003 | 14 | 2003 |
| Bayesian estimation of ruin probabilities with a heterogeneous and heavy‐tailed insurance claim‐size distribution MC Ausin, HF Lopes Australian & New Zealand Journal of Statistics 49 (4), 415-434, 2007 | 13 | 2007 |
MICHAEL P WIPER .Department of Statistics, Universidad Carlos II de MadridVerified email at est-econ.uc3m.es
