Parties d'ouvrages collectifs (15)
  1. 8. Melard, G. (1982). The likelihood function of a time-dependent ARMA model. In O. D. Anderson (Ed.), Applied time series analysis (pp. 229-239). Amsterdam: North-Holland.
  2. 9. Melard, G. (1982). Software for time series analysis. In H. Caussinus, P. Ettinger, & R. Tomassone (Eds.), COMPSTAT 1982, Vol. 1. Proceedings in computational statistics (pp. 336-341). Vienna, Austria: Physica-Verlag.
  3. 10. Lentz, J.-R., & Melard, G. (1981). Statistical analysis of a non-linear time series model. In O. D. Anderson (Ed.), Time series analysis (pp. 287-293). Amsterdam: North-Holland.
  4. 11. Melard, G. (1981). On an alternative model for intervention analysis. In O. D. Anderson (Ed.), Time series analysis (pp. 345-354). Amsterdam: North-Holland.
  5. 12. Melard, G., & Kiehm, J.-L. (1981). ARIMA models with time-dependent coefficients for economic time series. In O. D. Anderson (Ed.), Time series analysis (pp. 355-363). Amsterdam: North-Holland.
  6. 13. Kiehm, J.-L., & Melard, G. (1981). Evolutive cospectral analysis of time-dependent ARMA processes. In O. D. Anderson (Ed.), Time series analysis (pp. 227-236). Amsterdam: North-Holland.
  7. 14. Melard, G. (1980). Some links between the Harrison-Stevens and Box-Jenkins methods. In O. D. Anderson (Ed.), Time series (pp. 319-323). Amsterdam: North-Holland.
  8. 15. Melard, G. (1978). Quelques extensions de la méthode de box et Jenkins. In Fonds national de la recherche scientifique, groupes de contact, sciences appliquées (pp. 273-274). Bruxelles.
    9.   Articles dans des revues avec comité de lecture (58)
  9. 1. Klein, A., & Melard, G. (2023). An Algorithm for the Fisher Information Matrix of a VARMAX Process. Algorithms, 16(8), 364. doi:10.3390/a16080364
  10. 2. Azrak, R., & Melard, G. (2022). Autoregressive Models with Time-Dependent Coefficients—A Comparison between Several Approaches. Stats, 5(3), 784-804. doi:10.3390/stats5030046
  11. 3. Alj, A., Azrak, R., Ley, C., & Melard, G. (2017). Asymptotic Properties of QML Estimators for VARMA Models with Time-dependent Coefficients. Scandinavian journal of statistics, 44(3), 617-635. doi:10.1111/sjos.12268
  12. 4. Ouakasse, A., & Melard, G. (2017). A New Recursive Estimation Method for Single Input Single Output Models. Journal of time series analysis, 38(3), 417-457. doi:10.1111/jtsa.12210
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