Rapports de recherche, comptes rendus, lettres à l'éditeur, working papers (30)
12.
Klein, A., Melard, G., & Saidi, A. (2008). The asymptotic and exact Fisher information matrices. (IAP-statistics technical report series No TR#0643).
13.
Cohen, A., Khrouz, F., Melard, G., & Phan-Thanh, H. P. (2007). Rapport relatif à la Belgique. (Projet Tempus).
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).
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).
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).
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).
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.
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).
20.
Melard, G. (1995). Développement d'un système expert de prévision et de statistique économique: Rapport d'activité 1988-1994.
21.
Melard, G. (1994). Développement d'un système expert de prévision et de statistique économique: Rapport d'activité 1988-1993.
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.
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.