Andrea Rey

Eduarda T. C. Chagas, Alejandro. C. Frery, Juliana Gambini et al.

The ultimate purpose of the statistical analysis of ordinal patterns is to characterize the distribution of the features they induce. In particular, knowing the joint distribution of the pair Entropy-Statistical Complexity for a large class of time series models would allow statistical tests that are unavailable to date. Working in this direction, we characterize the asymptotic distribution of the empirical Shannon's Entropy for any model under which the true normalized Entropy is neither zero nor one. We obtain the asymptotic distribution from the Central Limit Theorem (assuming large time series), the Multivariate Delta Method, and a third-order correction of its mean value. We discuss the applicability of other results (exact, first-, and second-order corrections) regarding their accuracy and numerical stability. Within a general framework for building test statistics about Shannon's Entropy, we present a bilateral test that verifies if there is enough evidence to reject the hypothesis that two signals produce ordinal patterns with the same Shannon's Entropy. We applied this bilateral test to the daily maximum temperature time series from three cities (Dublin, Edinburgh, and Miami) and obtained sensible results.

Débora Chan, Andrea Rey, Juliana Gambini et al.

The statistical properties of Synthetic Aperture Radar (SAR) image texture reveals useful target characteristics. It is well-known that these images are affected by speckle, and prone to contamination as double bounce and corner reflectors. The $\mathcal{G}^0$ distribution is flexible enough to model different degrees of texture in speckled data. It is indexed by three parameters: $α$, related to the texture, $γ$, a scale parameter, and $L$, the number of looks which is related to the signal-to-noise ratio. Quality estimation of $α$ is essential due to its immediate interpretability. In this article, we compare the behavior of a number of parameter estimation techniques in the noisiest case, namely single look data. We evaluate them using Monte Carlo methods for non-contaminated and contaminated data, considering convergence rate, bias, mean squared error (MSE) and computational cost. The results are verified with simulated and actual SAR images.