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On some remarks about SEATS signal extraction
Mélard, Guy - In: SERIEs : Journal of the Spanish Economic Association 7 (2016) 1, pp. 53-98
In seasonal adjustment a time series is considered as a juxtaposition of several components, the trend-cycle, and the seasonal and irregular components. The Bureau of the Census X-11 method, based on moving averages, correction of large errors and trading day adjustments, has long dominated....
Persistent link: https://www.econbiz.de/10011458774
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An indirect proof for the asymptotic properties of VARMA model estimators
Mélard, Guy - 2020
Persistent link: https://www.econbiz.de/10012242681
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Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients : part I
Alj, Abdelkamel; Ley, Christophe; Mélard, Guy - 2015
Persistent link: https://www.econbiz.de/10011289207
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Forecast intervals in Arch exponential smoothing
Broze, Laurence; Mélard, Guy; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000902195
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Forecast intervals in ARCH exponential smoothing
Broze, Laurence; Mélard, Guy; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000908408
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Asymptotic properties of conditional least-squares estimators for array time series
Azral, Rajae; Mélard, Guy - 2020
Persistent link: https://www.econbiz.de/10012242676
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Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients
Alj, Abdelkamer; Azrak, Rajae; Ley, Christophe; Mélard, Guy - 2016
Persistent link: https://www.econbiz.de/10011672524
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S2 : technical appendix to asymptotic properties of QML estimators for VARMA models with time-dependent coefficients : Scandinavian Journal of Statistics
Alj, Abdelkamer; Azrak, Rajae; Ley, Christophe; Mélard, Guy - 2016
Persistent link: https://www.econbiz.de/10011672678
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Autoregressive models with time-dependent coefficients a comparison between several approaches
Azrak, Rajae; Mélard, Guy - 2017
Persistent link: https://www.econbiz.de/10012098089
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Asymptomatic properties of conditional least-squares estimators for array time series
Azrak, Rajae; Mélard, Guy - 2017
Persistent link: https://www.econbiz.de/10012098101