Probabilistic modeling

The current section is dedicated to probabilistic methods and concepts.

• Standard parametric models
• Copulas
• Random Mixture: affine combination of independent univariate distributions

Stochastic process

• Stochastic process definitions

Transformation of fields

• Trend computation
• Box Cox transformation

ARMA stochastic process

• ARMA stochastic process
• ARMA process estimation

Normal processes

• Covariance models
• Parametric stationary covariance models
• Estimation of a stationary covariance model
• Estimation of a non stationary cov. model
• Estimation of a spectral density function
• Parametric spectral density functions

Process transformation

• Field functions
• Process transformation

Stationarity tests

• Dickey-Fuller stationarity test