25 citations · 44 across the 19 of their papers we have counts for
19 papers
Parametrized Families of Gibbs Measures and their Statistical Inference
Manfred Denker, Marc Keßeböhmer, Artur O. Lopes +1
For Hölder continuous functions , , on a subshift of finite type and we consider a parametrized family of potentials $\{F_θ= f_0+\sum_{i…
Dynamical hypothesis tests and Decision Theory for Gibbs distributions
M. Denker, A. O. Lopes, S. R. C. Lopes
We consider the problem of testing for two Gibbs probabilities and defined for a dynamical system . Due to the fact that in general full orbits are not observabl…
A Generalization of the Ornstein-Uhlenbeck Process: Theoretical Results, Simulations and Parameter Estimation
J. Stein, S. R. C. Lopes, A. V. Medino
In this work, we study the class of stochastic process that generalizes the Ornstein-Uhlenbeck processes, hereafter called by \emph{Generalized Ornstein-Uhlenbeck Type Process} and…
Pentadiagonal Matrices and an Application to the Centered MA(1) Stationary Gaussian Process
Maicon J. Karling, Artur O. Lopes, Silvia R. C. Lopes
In this work, we study the properties of a pentadiagonal symmetric matrix with perturbed corners. More specifically, we present explicit expressions for characterizing when this ma…
Explicit Bivariate Rate Functions for Large Deviations in AR(1) and MA(1) Processes with Gaussian Innovations
M. J. Karling, A. O. Lopes, S. R. C. Lopes
We investigate large deviations properties for centered stationary AR(1) and MA(1) processes with independent Gaussian innovations, by giving the explicit bivariate rate functions…
Decision Theory and Large Deviations for Dynamical Hypotheses Tests: Neyman-Pearson, Min-Max and Bayesian Tests
Hermes H. Ferreira, Artur O. Lopes, Silvia R. C. Lopes
We analyze hypotheses tests using classical results on large deviations to compare two models, each one described by a different Hölder Gibbs probability measure. One main differen…