The time-varying and asymmetric dependence is captured by the Mixture copula which is composed of the Gumbel copula and Clayton copula.
These advantages include, but are not limited to, the ability to incorporate time-varying predictors, handle dependence among repeated observations in a very flexible manner, and to provide accurate estimates with missing data under fairly unrestrictive missing data assumptions.
This paper designs a Mixture copula-based ARJI GARCH model to simultaneously investigate the dynamic process of crude oil spot and futures returns and the time-varying and asymmetric dependence between spot and futures returns.
Special new approaches are needed for batch processes due to their essential dependence on time-varying conditions.
Third, the tail dependence between spot and futures markets is time-varying and asymmetric with the magnitude of upper tail dependence being slightly weaker than that of lower tail dependence.
The obtained discretized model has matrices with polynomial dependence on the time-varying parameters and an additive norm-bounded term representing the discretization residual error.
Moreover, although our approach adopts a similar problem formulation and analytical approach as in [20], contrary to [7, 10, 20 22], the state constraint, i.e., the epidemic-based differential equation of the evolution of the number of infected nodes, has time-varying parameters due to the temporal dependence of users' interests considered in this paper.
By exploring the nature of dependence of server performance on time-varying load and operating conditions, the proposed general framework is possibly applicable to a diverse spectrum of server-based applications.
By accounting for adherence patterns, pharmacokinetics, and the competition between quasispecies at time-varying drug concentrations, we were able to model the dependence of resistance and reversion rates on heterogeneities in host immunity and patterns of drug adherence.
Time dependence in the model described is limited to time-varying module membership, but patterns of module-module interaction are held constant.
