Guy Mélard
Guy Mélard
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Algorithm AS 197: A fast algorithm for the exact likelihood of autoregressive-moving average models
G Melard
Journal of the Royal Statistical Society. Series C (Applied Statistics) 33 …, 1984
Méthodes de prévision à court terme
G Mélard
ULB Institutional Repository, 1990
Contributions to evolutionary spectral theory
G Mélard, AH Schutter
Journal of Time Series Analysis 10 (1), 41-63, 1989
On the accuracy of statistical procedures in Microsoft Excel 2010
G Mélard
Computational statistics 29 (5), 1095-1128, 2014
Automatic ARIMA modeling including interventions, using time series expert software
G Melard, JM Pasteels
International Journal of Forecasting 16 (4), 497-508, 2000
Rank-based tests for randomness against first-order serial dependence
M Hallin, G Mélard
Journal of the American Statistical Association 83 (404), 1117-1128, 1988
Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients
R Azrak, G Mélard
Statistical Inference for Stochastic Processes 9 (3), 279-330, 2006
Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules
A Klein, G Mélard, T Zahaf
Linear Algebra and its Applications 321 (1-3), 209-232, 2000
Exact maximum likelihood estimation of structured or unit root multivariate time series models
G Mélard, R Roy, A Saidi
Computational statistics & data analysis 50 (11), 2958-2986, 2006
Computation of the Fisher information matrix for SISO models
A Klein, G Melard
IEEE transactions on signal processing 42 (3), 684-688, 1994
Algorithm AS 237: the corner method for identifying autoregressive moving average models
B Mareschal, G Melard
Applied statistics, 301-316, 1988
Exponential smoothing: estimation by maximum likelihood
L Broze, G Melard
Journal of Forecasting 9 (5), 445-455, 1990
On the resultant property of the Fisher information matrix of a vector ARMA process
A Klein, G Mélard, P Spreij
Linear algebra and its applications 403, 291-313, 2005
Propriétés du spectre évolutif d'un processus non stationnaire
G Melard
Annales de l'IHP Probabilités et statistiques 14 (4), 411-424, 1978
Fisher's information matrix for seasonal autoregressive‐moving average models
A Klein, G Mélard
Journal of Time Series Analysis 11 (3), 231-237, 1990
Modèles de séries chronologiques avec seuils
G Melard, R Roy
Revue de Statistique appliquée 36 (4), 5-23, 1988
On a fast algorithm for the exact information matrix of a Gaussian ARMA time series
G Melard, A Klein
IEEE transactions on signal processing 42 (8), 2201-2203, 1994
Examples of the evolutionary spectrum theory
G Mélard
Journal of time series analysis 6 (2), 81-90, 1985
The likelihood function of a time-dependent ARMA model
G Melard
Applied Time Series Analysis, North-Holland, Amsterdam, 229-239, 1982
Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence
M Hallin, G Melard, X Milhaud
The Annals of Statistics 20 (1), 523-534, 1992
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