I couldn't find them in the census, either. Here is what I did find, though:

Social Security Death Index
about Elmer Stephens
Name: Elmer Stephens
SSN: 430-18-1293
Last Residence: 72437 Lake City, Craighead, Arkansas, United States of America
Born: 7 Apr 1900
Died: Dec 1967
State (Year) SSN issued: Arkansas (Before 1951 )

******************
World War I Draft Registration Cards, 1917-1918
about Elmer Stephens
Name: Elmer Stephens
City: Lake City
County: Craighead
State: Arkansas
Birth Date: 7 Apr 1900
Race: White
Roll: 1522838
DraftBoard: 0
Occupation: Farming
Nearest relative: Dula or Sula Stephens, Lake City, Craighead Co, AR
Medium height, medium build, gray eyes, black hair
12 Sept 1917.
********************
Arkansas Death Index, 1914-1950
about Roxie Stephens
Name: Roxie Stephens
Death Day: 13
Death Month: Feb
Death Year: 1932
County: Craighead
Roll Number: 19241933
***********************

If you order her death certificate, it will probably list her parent's names on it. You can order online or US mail...

http://www.vitalrec.com/ar.html

Good luck!