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Guy Mélard
ORCID
Publication Activity (10 Years)
Years Active: 1994-2023
Publications (10 Years): 2
Top Topics
Parametric Models
Goodness Of Fit
Fisher Information
Expectation Maximization
Top Venues
Comput. Stat. Data Anal.
Comput. Stat.
Algorithms
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Publications
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André Klein
,
Guy Mélard
An Algorithm for the Fisher Information Matrix of a VARMAX Process.
Algorithms
16 (8) (2023)
Abdelkamel Alj
,
Kristján Jónasson
,
Guy Mélard
The exact Gaussian likelihood estimation of time-dependent VARMA models.
Comput. Stat. Data Anal.
100 (2016)
Guy Mélard
On the accuracy of statistical procedures in Microsoft Excel 2010.
Comput. Stat.
29 (5) (2014)
Guy Mélard
,
Roch Roy
,
Abdessamad Saidi
Exact maximum likelihood estimation of structured or unit root multivariate time series models.
Comput. Stat. Data Anal.
50 (11) (2006)
Guy Mélard
Initiation à l'analyse des séries temporelles et à la prévision.
Monde des Util. Anal. Données
35 (2006)
Guy Mélard
,
André Klein
On a fast algorithm for the exact information matrix of a Gaussian ARMA time series.
IEEE Trans. Signal Process.
42 (8) (1994)
André Klein
,
Guy Mélard
Computation of the Fisher information matrix for SISO models.
IEEE Trans. Signal Process.
42 (3) (1994)