25 citations · 44 across the 19 of their papers we have counts for
12 papers · 1 filter
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…
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…
Bayes posterior convergence for loss functions via almost additive Thermodynamic Formalism
Artur O. Lopes, Silvia R. C. Lopes, Paulo Varandas
Statistical inference can be seen as information processing involving input information and output information that updates belief about some unknown parameters. We consider the Ba…
Seasonal FIEGARCH Processes
Sílvia Regina Costa Lopes, Taiane Schaedler Prass
Here we develop the theory of seasonal FIEGARCH processes, denoted by SFIEGARCH, establishing conditions for the existence, the invertibility, the stationarity and the ergodicity o…
A Semiparametric Estimator for Long-Range Dependent Multivariate Processes
Guilherme Pumi, Sílvia R. C. Lopes
In this paper we propose a generalization of a class of Gaussian Semiparametric Estimators (GSE) of the fractional differencing parameter for long-range dependent multivariate time…