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math.ST2021
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…
math.ST2021★ 1 cited
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…
math.ST2021
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…