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Modèles de séries chronologiques avec seuil
Melard, Guy; Roy, Roch - Solvay Brussels School of Economics and Management, … - 1988
Persistent link: https://www.econbiz.de/10008589943
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Sur un test d'égalité des autocovariances de deux séries chronologiques
Melard, Guy; Roy, Roch - Solvay Brussels School of Economics and Management, … - 1984
Persistent link: https://www.econbiz.de/10008590002
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Exact maximum likelihood estimation of structured or unit root multivariate time series models
Melard, Guy; Roy, Roch; Saidi, Abdessamad - Solvay Brussels School of Economics and Management, … - 2006
The exact likelihood function of a Gaussian vector autoregressive-moving average (VARMA) model is evaluated in two nonstandard cases: (a) a parsimonious structured form, such as obtained in the echelon form structure or the scalar component model (SCM) structure; (b) a partially nonstationary...
Persistent link: https://www.econbiz.de/10008598233
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Testing for homogeneity and stability of time series
Melard, Guy; Roy, Roch - Solvay Brussels School of Economics and Management, … - 1983
Persistent link: https://www.econbiz.de/10008598469
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On confidence intervals and tests for autocorrelations
Melard, Guy; Roy, Roch - Solvay Brussels School of Economics and Management, … - 1987
Persistent link: https://www.econbiz.de/10008584967
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On confidence intervals and tests for autocorrelations
Melard, Guy; Roy, Roch - In: Computational Statistics & Data Analysis 5 (1987) 1, pp. 31-44
Persistent link: https://www.econbiz.de/10005172160
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Exact maximum likelihood estimation of structured or unit root multivariate time series models
Melard, Guy; Roy, Roch; Saidi, Abdessamad - In: Computational Statistics & Data Analysis 50 (2006) 11, pp. 2958-2986
Persistent link: https://www.econbiz.de/10005118161
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Guide d'apprentissage du Qbasic
Pasteels, Jean-Michel; Colet, Marc; Melard, Guy; Melard, Guy - Solvay Brussels School of Economics and Management, … - 1994
Persistent link: https://www.econbiz.de/10008585124
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Indéterminabilité pure et inversibilité des processus autoégressifs-moyenne mobile: comptes rendus du colloque Séries chronologiques ;approches fréquentielle et temporelle, Institu...
Hallin, Marc; Melard, Guy - Solvay Brussels School of Economics and Management, … - 1977
Persistent link: https://www.econbiz.de/10008589897
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Corrections to "Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules"
Klein, André; Melard, Guy; Niemczyk, Jerzy - Solvay Brussels School of Economics and Management, … - 2007
Persistent link: https://www.econbiz.de/10008589899