This paper proposes a new method for estimating seismic wavelets. Suppose a seismic wavelet can be modeled by a formula with three free parameters (scale, frequency and phase). We can transform the estimation of the wavelet into determining these three parameters. The phase of the wavelet is estimated by constant-phase rotation to the seismic signal, while the other two parameters are obtained ...

For hypotheses of the type H0 : θ = θ0 vs H1 : θ 6= θ0 we demonstrate the equivalence of a Bayesian hypothesis test using a Bayes factor and the corresponding classical test, for a large class of models, which are detailed in the paper. In particular, we show that the role of the prior and critical region for the Bayes factor test is only to specify the type I error. This is their only role sin...

This paper develops optimal tests for model selection between two nested models in the presence of underlying parameter instability. These are joint tests for both parameter instability and a null hypothesis on a subset of the parameters. They modify the existing tests for parameter instability to allow the parameter vector to be unknown. These tests statistics are useful if one is interested i...

In this paper a SAR simulator able to provide images presenting appropriate speckle statistics is introduced. The simulator is able to generate both Exponential (fully developed speckle) and K-distributed speckle statistics, according to surface and radar parameters. It is based on sound physical models for the evaluation of the number of equivalent scatterers per resolution cell. The proposed ...

Inference for statistics of a stationary time series often involve nuisance parameters and sampling distributions that are difficult to estimate. In this paper, we propose the method of orthogonal samples, which can be used to address some of these issues. For a broad class of statistics, an orthogonal sample is constructed through a slight modification of the original statistic, such that it s...