Guy Mélard

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Person:397937

Available identifiers

zbMath Open melard.guyMaRDI QIDQ397937

List of research outcomes





PublicationDate of PublicationType
General estimation results for \textsc{tdVARMA} array models2024-12-27Paper
Asymptotic properties of conditional least-squares estimators for array time series2021-11-11Paper
The exact Gaussian likelihood estimation of time-dependent VARMA models2018-08-15Paper
Asymptotic Properties of QML Estimators for VARMA Models with Time‐dependent Coefficients2017-09-12Paper
A New Recursive Estimation Method for Single Input Single Output Models2017-05-26Paper
Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients: Part I2015-06-04Paper
On the accuracy of statistical procedures in Microsoft Excel 20102015-03-05Paper
On conditions in central limit theorems for martingale difference arrays2014-08-12Paper
An algorithm for the exact Fisher information matrix of vector ARMAX time series2014-04-03Paper
Exact maximum likelihood estimation of structured or unit root multivariate time series models2008-12-11Paper
The asymptotic and exact Fisher information matrices of a vector ARMA process2008-09-17Paper
Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients2006-11-14Paper
On the resultant property of the Fisher information matrix of a vector ARMA process2005-08-01Paper
An algorithm for computing the asymptotic fisher information matrix for seasonal SISO models2005-05-20Paper
Times series models with thresholds2001-10-21Paper
Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules2001-08-17Paper
The exact quasi-likelihood of time-dependent ARMA models2000-06-14Paper
Computation of the exact information matrix of Gaussian dynamic regression time series models1999-11-09Paper
https://portal.mardi4nfdi.de/entity/Q43565481998-02-12Paper
Computation of the Fisher information matrix for time series models1997-02-11Paper
https://portal.mardi4nfdi.de/entity/Q48673111996-03-31Paper
The information matrix of multiple-input single-output time series models1995-05-02Paper
Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence1992-09-27Paper
CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS1992-06-27Paper
FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE-MOVING AVERAGE MODELS1990-01-01Paper
Distribution-free tests against serial dependence: Signed or unsigned ranks?1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34740031990-01-01Paper
CONTRIBUTIONS TO EVOLUTIONARY SPECTRAL THEORY1989-01-01Paper
On confidence intervals and tests for autocorrelations1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37467361986-01-01Paper
Sélection d'une méthode de prévision par l'emploi du modèle ARIMA sous-jacent1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36785141985-01-01Paper
EXAMPLES OF THE EVOLUTIONARY SPECTRUM THEORY1985-01-01Paper
Algorithm AS 197: A Fast Algorithm for the Exact Likelihood of Autoregressive-Moving Average Models1984-01-01Paper
Sur un test d'égalité des autocovariances de deux séries chronologiques1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39683371982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39578241982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39578311982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39325621981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38717731980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39062901980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39069561980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41817201978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41979541978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41557031977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41557051977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56424731971-01-01Paper

Research outcomes over time

This page was built for person: Guy Mélard