Guy Mélard

Orcid: 0000-0001-9575-4793

According to our database1, Guy Mélard authored at least 7 papers between 1994 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2023
An Algorithm for the Fisher Information Matrix of a VARMAX Process.
Algorithms, 2023

2016
The exact Gaussian likelihood estimation of time-dependent VARMA models.
Comput. Stat. Data Anal., 2016

2014
On the accuracy of statistical procedures in Microsoft Excel 2010.
Comput. Stat., 2014

2006
Initiation à l'analyse des séries temporelles et à la prévision.
Monde des Util. Anal. Données, 2006

Exact maximum likelihood estimation of structured or unit root multivariate time series models.
Comput. Stat. Data Anal., 2006

1994
On a fast algorithm for the exact information matrix of a Gaussian ARMA time series.
IEEE Trans. Signal Process., 1994

Computation of the Fisher information matrix for SISO models.
IEEE Trans. Signal Process., 1994


  Loading...