Rapports de recherche, comptes rendus, lettres à l'éditeur, working papers (30)

  1. 12. Klein, A., Melard, G., & Saidi, A. (2008). The asymptotic and exact Fisher information matrices. (IAP-statistics technical report series No TR#0643).
  2. 13. Cohen, A., Khrouz, F., Melard, G., & Phan-Thanh, H. P. (2007). Rapport relatif à la Belgique. (Projet Tempus).
  3. 14. Klein, A., Melard, G., & Niemczyk, J. (2007). Corrections to "Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules". (IAP-statistics technical report series No TR#0460).
  4. 15. Azrak, R., & Melard, G. (2006). AR models with time-dependent coefficients: a comparison between several approaches. (IAP-statistics technical report series No TR#0642).
  5. 16. Melard, G., Roy, R., & Saidi, A. (2006). Exact maximum likelihood estimation of structured or unit root multivariate time series models. (IAP-statistics technical report series No TR#0444).
  6. 17. Ayadi, A., & Melard, G. (2004). On the distribution of the sample autocorrelations of a white noise process. (IAP-statistics technical report series No TR#0461).
  7. 18. Klein, A., Melard, G., Niemczyk, J., & Zahaf, T. (2004). A program for computing the exact fisher information matrix of a Gaussian VARMA model. Amsterdam: Department of Quantitative Economics, Faculty of Economics and Econometrics, Universiteit van Amsterdam.
  8. 19. Azrak, R., & Melard, G. (2004). Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients. (IAP-statistics technical raport series No TR#0442).
  9. 20. Melard, G. (1995). Développement d'un système expert de prévision et de statistique économique: Rapport d'activité 1988-1994.
  10. 21. Melard, G. (1994). Développement d'un système expert de prévision et de statistique économique: Rapport d'activité 1988-1993.
  11. 22. Broze, L., Melard, G., & Scaillet, O. (1994). Forecast intervals in exponential smoothing with ARCH errors. (CORE discussion paper No 9481). Center for Operations research and econometrics - U.C.L.
  12. 23. Broze, L., Melard, G., & Scaillet, O. (1994). Forecast intervals in exponential smoothing with ARCH errors. (Document de travail du Centre de recherche en Economie et Statistique No 9502). INSEE.

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