In the classical multivariate time series models the residuals are assumed to be normally distributed. However the assumption of normality is rarely consistent with the empirical evidence and leads to possibly incorrect inferences from financial models. The copula theory allows us to extend the classical time series models to nonelliptically distributed residuals. In this paper we analyze the t...

In this paper, we solve the additive ρ -functional inequalities ‖ f (x+ y)− f (x)− f (y)‖ ∥∥∥ρ ( 2 f ( x+ y 2 ) − f (x)− f (y) ∥∥∥ (0.1) and ∥∥∥2 f ( x+ y 2 ) − f (x)− f (y) ∥∥∥ ‖ρ ( f (x+ y)− f (x)− f (y))‖ , (0.2) where ρ is a fixed non-Archimedean number with |ρ| < 1 . Furthermore, we prove the Hyers-Ulam stability of the additive ρ -functional inequalities (0.1) and (0.2) in non-Archimedean...

Introduction: This paper treats the structure of those lattice-ordered rings which are subdirect sums of totally ordered rings—the f-rings of Birkhoff and Pierce [4]. Broadly, it splits into two parts, concerned respectively with identical equations and with ideal structure; but there is an important overlap at the beginning. D. G. Johnson has shown [9] that not every /-ring is unitable, i.e. e...

We use a recent characterization of the d-dimensional Archimedean copulas as the survival copulas of d-dimensional simplex distributions (McNeil and Nešlehová (2009)) to construct new Archimedean copula families, and to examine the relationship between their dependence properties and the radial parts of the corresponding simplex distributions. In particular, a new formula for Kendall’s tau is d...

One of the features inherent in nested Archimedean copulas, also called hierarchical Archimedean copulas, is their rooted tree structure. In this paper, a nonparametric, rank-based method to estimate this structure is developed. Our approach consists in representing the rooted tree structure as a set of trivariate structures that can be estimated individually. Indeed, for any triple of variable...

in this paper, we investigate various kinds of extensions of twin-good rings. moreover, we prove that every element of an abelian neat ring r is twin-good if and only if r has no factor ring isomorphic to z2  or z3. the main result of [24] states some conditions that any right self-injective ring r is twin-good. we extend this result to any regular baer ring r by proving that every element of a...

We introduce and discuss a condition generalizing one of the Archimedean properties characterizing parabolas. Archimedes was familiar with the following property of parabolas: If for any two points A, B on a parabola we denote by S the area of the region between the parabola and the secant AB, and by T the maximum of the area of the triangle ABC, where C is a point on the parabola between A and...

Abstract The aims of this paper are to answer several conjectures and questions about the multiplier spectrum rational maps giving new proofs rigidity theorems in complex dynamics by combining tools from non-Archimedean dynamics. A remarkable theorem due McMullen asserts that, aside flexible Lattès family, periodic points determines conjugacy class up finitely many choices. proof relies on Thur...

There is a natural analytification functor from the category of locally separated algebraic spaces locally of finite type over C to the category of complex-analytic spaces [Kn, Ch. I, 5.17ff]. (Recall that a map of algebraic spaces X → S is locally separated if the diagonal ∆X/S : X → X ×S X is an immersion. We require algebraic spaces to have quasi-compact diagonal over SpecZ.) It is natural t...