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» A complete classification of simultaneous blow-up rates
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APPML
2006
61views more  APPML 2006»
13 years 9 months ago
A complete classification of simultaneous blow-up rates
We study the simultaneous blow-up rates of a system of two heat equations coupled through the boundary in a nonlinear way. We complete the previous known results by covering the w...
Cristina Brändle, Fernando Quirós, Jul...
CSDA
2010
173views more  CSDA 2010»
13 years 9 months ago
Time-varying joint distribution through copulas
This paper deals with the analysis of temporal dependence in multivariate highfrequency time series data. The dependence structure between the marginal series is modelled through ...
M. Concepcion Ausin, Hedibert F. Lopes