Articles dans des revues avec comité de lecture (59)
6.
Alj, A., Jónasson, K., & Melard, G. (2016). The exact Gaussian likelihood estimation of time-dependent VARMA models. Computational statistics & data analysis, 100, DOI: 10.1016/j.csda.2014.07.006, 633–644. doi:10.1016/j.csda.2014.07.006
7.
Klein, A., & Melard, G. (2014). An algorithm for the exact Fisher information matrix of vector ARMAX time series. Linear algebra and its applications, 446, 1-24. doi:10.1016/j.laa.2013.12.031
8.
Alj, A., Azrak, R., & Melard, G. (2014). On conditions in central limit theorems for martingale difference arrays. Economics letters, 123, 305-307. doi:10.1016/j.econlet.2014.03.008
9.
Melard, G. (2014). On the accuracy of statistical procedures in Microsoft Excel 2010. Computational statistics. doi:10.1007/s00180-014-0482-5
10.
Ouakasse, A., & Melard, G. (2014). On-line estimation of ARMA models using Fisher-scoring. Systems research and information science, 2(1), 406-432. doi:10.1080/21642583.2014.912572
11.
Klein, A., Melard, G., & Saidi, A. (2008). The asymptotic and exact Fisher information matrices of a vector ARMA process. Statistics & probability letters, 78(12), 1430-1433. doi:10.1016/j.spl.2007.12.013
12.
Klein, A., Melard, G., & Saidi, A. (2008). The asymptotic and exact Fisher information matrices. Statistics & Probability Letters, 78(12), 1430-1433.
13.
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". Linear Algebra and Its Applications, 420, 729-730.
14.
Melard, G., Roy, R., & Saidi, A. (2006). Exact maximum likelihood estimation of structured or unit root multivariate time series models. Computational Statistics & Data Analysis. doi:10.1016/j.csda.2005.06.009
15.
Azrak, R., & Melard, G. (2006). Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients. Statistical Inference for Stochastic Processes, 9(3), 279-330. doi:10.1007/s11203-005-1055-6
16.
Klein, A., Melard, G., & Spreij, P. (2005). On the resultant property of the Fisher information matrix of a vector ARMA process. Linear algebra and its applications, 403(1-3), 291-313. doi:10.1016/j.laa.2005.02.006
17.
Azrak, R., Melard, G., & Njimi, H. (2004). Forecasting in the analysis of mobile telecommunication data: correction for outliers and replacement of missing observations. Journal marocain d'automatique, d'information et de traitement du signal, 1-14.