Abstract: Statistical dependence is one of the significant design issues in various radar systems for inference tasks including detecting an activity of interest or estimating states or parameters for ...

Abstract: Many reliability models of systems with dependent components have been developed in order to assess the reliability of such systems. In particular, a copula that can build various ...

International Journal of Transport Economics / Rivista internazionale di economia dei trasporti, Vol. 38, No. 3 (OCTOBER 2011), pp. 337-362 (26 pages) In this paper, in the spirit of a tour-based ...

We propose a new archimedean copula model for bivariate survival data that is motivated by Dabrowska's (1988) measure of association. The model can represent negatively correlated or moderately ...

ABSTRACT: In this paper, we explore the dynamic relationship between exchange rates, natural gas, and crude oil prices using the wavelet vine copula approach. The vine copula method offers the ...

We introduce a multivariate generalized autoregressive conditional heteroskedasticity (GARCH) copula model to describe joint dynamics of overnight and daytime returns for multiple assets. The ...