Articles dans des revues avec comité de lecture (59)
  1. 18. Klein, A., & Melard, G. (2004). An algorithm for computing the asymptotic Fisher information matrix for seasonal SISO models. Journal of Time Series Analysis, 25(5), 627-648. doi:10.1111/j.1467-9892.2004.01863.x
  2. 19. Melard, G., & Pasteels, J.-M. (2000). Automatic ARIMA modeling including interventions, using time series expert software. International Journal of Forecasting, 16, 497-508.
  3. 20. Klein, A., Melard, G., & Zahaf, T. (1998). Computation of the exact information matrix of Gaussian dynamic regression time series models. Annals of Statistics, 26(4), 1636-1650. doi:10.1214/aos/1024691256
  4. 21. Azrak, R., & Melard, G. (1998). The exact quasi-likelihood of time dependent ARMA models. Journal of Statistical Planning and Inference, 68(1), 31-45. doi:10.1016/S0378-3758(97)00134-1
  5. 22. Klein, A., & Melard, G. (1995). Computation of the Fisher information matrix for time series models. Journal of Computational and Applied Mathematics, 64(1-2), 57-68. doi:10.1016/0377-0427(95)00006-2
  6. 23. Melard, G., & Klein, A. (1994). On a fast algorithm for the exact information matrix of a Gaussian ARMA time series. I E E E Transactions on Signal Processing, 42(8), 2201-2203.
  7. 24. Klein, A., & Melard, G. (1994). Computation of the Fisher information matrix for SISO models. I E E E Transactions on Signal Processing, 42(3), 684-688. doi:10.1109/78.277866
  8. 25. Klein, A., & Melard, G. (1994). The information matrix of multiple input single output time series models. Journal of Computational and Applied Mathematics, 51(3), 349-356. doi:10.1016/0377-0427(92)00116-Q
  9. 26. Broze, L., & Melard, G. (1994). Lissage exponentiel généralisé. Universite Libre de Bruxelles. Centre d'Etudes de Recherche Operationnelle. Cahiers, 36, 27-42.
  10. 27. Hallin, M., Melard, G., & Milhaud, X. (1992). Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence. Annals of Statistics, 20, 523-534.
  11. 28. Melard, G., Paesmans, M., & Roy, R. (1991). Consistent estimation of the asymptotic covariance structure of multivariate serial correlation. Journal of Time Series Analysis, 12(4), 351-361. doi:10.1111/j.1467-9892.1991.tb00089.x
  12. 29. Klein, A., & Melard, G. (1990). Fisher's information matrix for seasonal autoregressive-moving average models. Journal of Time Series Analysis, 11(3), 231-237. doi:10.1111/j.1467-9892.1990.tb00054.x
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