Guy Mélard

Available identifiers

zbMath Open melard.guyMaRDI QIDQ397937

List of research outcomes

Publication	Date of Publication	Type
Asymptotic properties of conditional least-squares estimators for array time series	2021-11-11	Paper
The exact Gaussian likelihood estimation of time-dependent VARMA models	2018-08-15	Paper
Asymptotic Properties of QML Estimators for VARMA Models with Time‐dependent Coefficients	2017-09-12	Paper
A New Recursive Estimation Method for Single Input Single Output Models	2017-05-26	Paper
Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients: Part I	2015-06-04	Paper
On the accuracy of statistical procedures in Microsoft Excel 2010	2015-03-05	Paper
On conditions in central limit theorems for martingale difference arrays	2014-08-12	Paper
An algorithm for the exact Fisher information matrix of vector ARMAX time series	2014-04-03	Paper
Exact maximum likelihood estimation of structured or unit root multivariate time series models	2008-12-11	Paper
The asymptotic and exact Fisher information matrices of a vector ARMA process	2008-09-17	Paper
Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients	2006-11-14	Paper
On the resultant property of the Fisher information matrix of a vector ARMA process	2005-08-01	Paper
An algorithm for computing the asymptotic fisher information matrix for seasonal SISO models	2005-05-20	Paper
https://portal.mardi4nfdi.de/entity/Q2750779	2001-10-21	Paper
Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules	2001-08-17	Paper
The exact quasi-likelihood of time-dependent ARMA models	2000-06-14	Paper
Computation of the exact information matrix of Gaussian dynamic regression time series models	1999-11-09	Paper
https://portal.mardi4nfdi.de/entity/Q4356548	1998-02-12	Paper
Computation of the Fisher information matrix for time series models	1997-02-11	Paper
https://portal.mardi4nfdi.de/entity/Q4867311	1996-03-31	Paper
The information matrix of multiple-input single-output time series models	1995-05-02	Paper
Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence	1992-09-27	Paper
CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS	1992-06-27	Paper
Distribution-free tests against serial dependence: Signed or unsigned ranks?	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3474003	1990-01-01	Paper
FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE-MOVING AVERAGE MODELS	1990-01-01	Paper
CONTRIBUTIONS TO EVOLUTIONARY SPECTRAL THEORY	1989-01-01	Paper
On confidence intervals and tests for autocorrelations	1987-01-01	Paper
Sélection d'une méthode de prévision par l'emploi du modèle ARIMA sous-jacent	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3746736	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3678514	1985-01-01	Paper
EXAMPLES OF THE EVOLUTIONARY SPECTRUM THEORY	1985-01-01	Paper
Algorithm AS 197: A Fast Algorithm for the Exact Likelihood of Autoregressive-Moving Average Models	1984-01-01	Paper
Sur un test d'égalité des autocovariances de deux séries chronologiques	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3957824	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3957831	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3968337	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3932562	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3871773	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3906290	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3906956	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4181720	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4197954	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4155703	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4155705	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5642473	1971-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Guy Mélard