The following pages link to Guy Mélard (Q397937):
Displayed 46 items.
- On conditions in central limit theorems for martingale difference arrays (Q397938) (← links)
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
- The asymptotic and exact Fisher information matrices of a vector ARMA process (Q945777) (← links)
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- On confidence intervals and tests for autocorrelations (Q1083819) (← links)
- Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence (Q1192988) (← links)
- The exact quasi-likelihood of time-dependent ARMA models (Q1299531) (← links)
- The information matrix of multiple-input single-output time series models (Q1339357) (← links)
- Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules (Q1595150) (← links)
- The exact Gaussian likelihood estimation of time-dependent VARMA models (Q1659153) (← links)
- Computation of the exact information matrix of Gaussian dynamic regression time series models (Q1807120) (← links)
- Computation of the Fisher information matrix for time series models (Q1917901) (← links)
- Asymptotic properties of conditional least-squares estimators for array time series (Q2243553) (← links)
- On the accuracy of statistical procedures in Microsoft Excel 2010 (Q2259776) (← links)
- An algorithm for the exact Fisher information matrix of vector ARMAX time series (Q2442353) (← links)
- On the resultant property of the Fisher information matrix of a vector ARMA process (Q2484496) (← links)
- Distribution-free tests against serial dependence: Signed or unsigned ranks? (Q2641034) (← links)
- (Q2750779) (← links)
- Algorithm AS 197: A Fast Algorithm for the Exact Likelihood of Autoregressive-Moving Average Models (Q3340103) (← links)
- (Q3474003) (← links)
- FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE-MOVING AVERAGE MODELS (Q3497074) (← links)
- (Q3678514) (← links)
- Sur un test d'égalité des autocovariances de deux séries chronologiques (Q3685896) (← links)
- EXAMPLES OF THE EVOLUTIONARY SPECTRUM THEORY (Q3727190) (← links)
- Sélection d'une méthode de prévision par l'emploi du modèle ARIMA sous-jacent (Q3742551) (← links)
- (Q3746736) (← links)
- (Q3871773) (← links)
- (Q3906290) (← links)
- (Q3906956) (← links)
- (Q3932562) (← links)
- (Q3957824) (← links)
- (Q3957831) (← links)
- (Q3968337) (← links)
- CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS (Q3985819) (← links)
- (Q4155703) (← links)
- (Q4155705) (← links)
- (Q4181720) (← links)
- (Q4197954) (← links)
- CONTRIBUTIONS TO EVOLUTIONARY SPECTRAL THEORY (Q4204977) (← links)
- (Q4356548) (← links)
- An algorithm for computing the asymptotic fisher information matrix for seasonal SISO models (Q4677034) (← links)
- (Q4867311) (← links)
- A New Recursive Estimation Method for Single Input Single Output Models (Q5346582) (← links)
- Asymptotic Properties of QML Estimators for VARMA Models with Time‐dependent Coefficients (Q5357658) (← links)
- (Q5642473) (← links)
- Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients: Part I (Q6262388) (← links)