25 citations · 44 across the 19 of their papers we have counts for
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math.PR2021★ 1 cited
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…
math.PR2021★ 1 cited
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…