Analytic Expressions for Stochastic Distances Between Relaxed Complex Wishart Distributions

The scaled complex Wishart distribution is a widely used model for multilook full polarimetric SAR data whose adequacy has been attested in the literature. Classification, segmentation, and image analysis techniques which depend on this model have been devised, and many of them employ some type of dissimilarity measure. In this paper we derive analytic expressions for four stochastic distances between relaxed scaled complex Wishart distributions in their most general form and in important particular cases. Using these distances, inequalities are obtained which lead to new ways of deriving the Bartlett and revised Wishart distances. The expressiveness of the four analytic distances is assessed with respect to the variation of parameters. Such distances are then used for deriving new tests statistics, which are proved to have asymptotic chi-square distribution. Adopting the test size as a comparison criterion, a sensitivity study is performed by means of Monte Carlo experiments suggesting that the Bhattacharyya statistic outperforms all the others. The power of the tests is also assessed. Applications to actual data illustrate the discrimination and homogeneity identification capabilities of these distances.Comment: Accepted for publication in the IEEE Transactions on Geoscience and Remote Sensing journa

PolSAR Models with Multimodal Intensities

Polarimetric synthetic aperture radar (PolSAR) systems are an important remote sensing tool. Such systems can provide high spacial resolution images, but they are contaminated by an interference pattern called multidimensional speckle. This fact requires that PolSAR images receive specialised treatment; particularly, tailored models which are close to PolSAR physical formation are sought. In this paper, we propose two new matrix models which arise from applying the stochastic summation approach to PolSAR, called compound truncated Poisson complex Wishart (CTPCW) and compound geometric complex Wishart (CGCW) distributions. These models offer the unique ability to express multimodal data. Some of their mathematical properties are derived and discussed—characteristic function and Mellin-kind log-cumulants (MLCs). Moreover, maximum likelihood (ML) estimation procedures via expectation maximisation algorithm for CTPCW and CGCW parameters are furnished as well as MLC-based goodness-of-fit graphical tools. Monte Carlo experiment results indicate ML estimates perform at what is asymptotically expected (small bias and mean square error) even for small sample sizes. Finally, our proposals are employed to describe actual PolSAR images, presenting evidence that they can outperform other well-known distributions, such as WmC, Gm0, and Km

Scaled Muth–ARMA Process Applied to Finance Market

The analysis of financial market time series is an important source for understanding the economic reality of a country. We introduce a new autoregressive moving average (ARMA) process, the sMuth–ARMA model, which has the sMuth law as the marginal distribution and has one of its parameters as a proportion that can control amodal and unimodal behavior. We propose a procedure for obtaining the maximum likelihood estimators for its parameters and evaluate its performance for various link functions through Monte Carlo simulations. This research also addresses the issue of fluctuations in cryptocurrencies, which has played an increasingly important role in the global economy. An application to the range-based volatility of Tether (USDT) stablecoin prices shows the usefulness of the application of the proposed model over the Gaussian and other models reviewed