Algorithm AS 197: a fast algorithm for the exact likelihood of autoregressive-moving average models G Melard Journal of the Royal Statistical Society. Series C (Applied Statistics) 33 …, 1984 | 201 | 1984 |
On the accuracy of statistical procedures in Microsoft Excel 2010 G Mélard Computational statistics 29 (5), 1095-1128, 2014 | 137 | 2014 |
Contributions to evolutionary spectral theory G Mélard, AH Schutter Journal of Time Series Analysis 10 (1), 41-63, 1989 | 116 | 1989 |
Méthodes de prévision à court terme G Mélard Editions de l'Université de Bruxelles, 2007 | 114 | 2007 |
Automatic ARIMA modeling including interventions, using time series expert software G Mélard, JM Pasteels International Journal of Forecasting 16 (4), 497-508, 2000 | 114 | 2000 |
Rank-based tests for randomness against first-order serial dependence M Hallin, G Melard Journal of the American Statistical Association 83 (404), 1117-1128, 1988 | 75 | 1988 |
Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients R Azrak, G Mélard Statistical Inference for Stochastic Processes 9, 279-330, 2006 | 67 | 2006 |
Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules A Klein, G Mélard, T Zahaf Linear Algebra and its Applications 321 (1-3), 209-232, 2000 | 32 | 2000 |
Exact maximum likelihood estimation of structured or unit root multivariate time series models G Mélard, R Roy, A Saidi Computational statistics & data analysis 50 (11), 2958-2986, 2006 | 30 | 2006 |
Computation of the Fisher information matrix for SISO models A Klein, G Melard IEEE transactions on signal processing 42 (3), 684-688, 1994 | 30 | 1994 |
Exponential smoothing: Estimation by maximum likelihood L Broze, G Melard Journal of Forecasting 9 (5), 445-455, 1990 | 30 | 1990 |
On the resultant property of the Fisher information matrix of a vector ARMA process A Klein, G Mélard, P Spreij Linear algebra and its applications 403, 291-313, 2005 | 26 | 2005 |
Algorithm AS 237: the corner method for identifying autoregressive moving average models B Mareschal, G Melard Applied statistics, 301-316, 1988 | 26 | 1988 |
Fisher's information matrix for seasonal autoregressive‐moving average models A Klein, G Mélard Journal of Time Series Analysis 11 (3), 231-237, 1990 | 25 | 1990 |
Analyse de données chronologiques G Mélard, G Melard Presses de l'Université de Montréal, 1985 | 25 | 1985 |
Propriétés du spectre évolutif d'un processus non stationnaire G Mélard Annales de l'institut Henri Poincaré. Section B. Calcul des probabilités et …, 1978 | 25 | 1978 |
Modèles de séries chronologiques avec seuils G Melard, R Roy Revue de Statistique appliquée 36 (4), 5-23, 1988 | 23 | 1988 |
Consistent estimation of the asymptotic covariance structure of multivariate serial correlations G Melard, M Paesmans, R Roy Journal of Time Series Analysis 12 (4), 351-361, 1991 | 22 | 1991 |
The likelihood function of a time-dependent ARMA model G Melard, OD Anderson Applied Time Series Analysis, North-Holland, Amsterdam, 229-239, 1982 | 22 | 1982 |
The exact quasi-likelihood of time-dependent ARMA models R Azrak, G Mélard Journal of statistical planning and inference 68 (1), 31-45, 1998 | 21 | 1998 |