Mélard, Guy; Roy, Roch; Saidi, Abdessamad Exact maximum likelihood estimation of structured or unit root multivariate time series models. (English) Zbl 1445.62235 Comput. Stat. Data Anal. 50, No. 11, 2958-2986 (2006). MSC: 62M10 62H12 62M20 62P20 PDFBibTeX XMLCite \textit{G. Mélard} et al., Comput. Stat. Data Anal. 50, No. 11, 2958--2986 (2006; Zbl 1445.62235) Full Text: DOI Link
Azrak, Rajae; Mélard, Guy Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients. (English) Zbl 1125.62093 Stat. Inference Stoch. Process. 9, No. 3, 279-330 (2006). MSC: 62M10 62F12 65C60 PDFBibTeX XMLCite \textit{R. Azrak} and \textit{G. Mélard}, Stat. Inference Stoch. Process. 9, No. 3, 279--330 (2006; Zbl 1125.62093) Full Text: DOI Link
Klein, André; Mélard, Guy An algorithm for computing the asymptotic Fisher information matrix for seasonal SISO models. (English) Zbl 1063.62126 J. Time Ser. Anal. 25, No. 5, 627-648 (2004). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 65C60 PDFBibTeX XMLCite \textit{A. Klein} and \textit{G. Mélard}, J. Time Ser. Anal. 25, No. 5, 627--648 (2004; Zbl 1063.62126) Full Text: DOI Link
Azrak, Rajae; Mélard, Guy The exact quasi-likelihood of time-dependent ARMA models. (English) Zbl 0937.62087 J. Stat. Plann. Inference 68, No. 1, 31-45 (1998). MSC: 62M10 PDFBibTeX XMLCite \textit{R. Azrak} and \textit{G. Mélard}, J. Stat. Plann. Inference 68, No. 1, 31--45 (1998; Zbl 0937.62087) Full Text: DOI
Klein, A. A. B.; Mélard, G. The information matrix of multiple-input single-output time series models. (English) Zbl 0811.65141 J. Comput. Appl. Math. 51, No. 3, 349-356 (1994). Reviewer: J.Antoch (Praha) MSC: 65C99 62M10 PDFBibTeX XMLCite \textit{A. A. B. Klein} and \textit{G. Mélard}, J. Comput. Appl. Math. 51, No. 3, 349--356 (1994; Zbl 0811.65141) Full Text: DOI
Hallin, Marc; Laforet, Annie; Melard, Guy Distribution-free tests against serial dependence: Signed or unsigned ranks? (English) Zbl 0721.62045 J. Stat. Plann. Inference 24, No. 2, 151-165 (1990). MSC: 62G10 62M10 PDFBibTeX XMLCite \textit{M. Hallin} et al., J. Stat. Plann. Inference 24, No. 2, 151--165 (1990; Zbl 0721.62045) Full Text: DOI
Mélard, G.; Roy, R. Times series models with thresholds. (Modèles de séries chronologiques avec seuils.) (French) Zbl 0972.62536 Rev. Stat. Appl. 36, No. 4, 5-23 (1988). MSC: 62M10 62P10 PDFBibTeX XMLCite \textit{G. Mélard} and \textit{R. Roy}, Rev. Stat. Appl. 36, No. 4, 5--23 (1988; Zbl 0972.62536) Full Text: Numdam EuDML
Mélard, Guy; Roy, Roch On confidence intervals and tests for autocorrelations. (English) Zbl 0605.62093 Comput. Stat. Data Anal. 5, 31-44 (1987). MSC: 62M10 65C99 62M07 PDFBibTeX XMLCite \textit{G. Mélard} and \textit{R. Roy}, Comput. Stat. Data Anal. 5, 31--44 (1987; Zbl 0605.62093) Full Text: DOI Link
Melard, Guy Propriétés du spectre evolutif d’un processus non stationnaire. (French) Zbl 0398.60038 Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 14, 411-424 (1978). MSC: 60G12 62M15 91B84 PDFBibTeX XMLCite \textit{G. Melard}, Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 14, 411--424 (1978; Zbl 0398.60038) Full Text: Numdam EuDML