Computation of the Fisher information matrix for SISO models. - André Klein; Guy Mélard (IEEE Trans. Signal Process., 1994)

On a fast algorithm for the exact information matrix of a Gaussian ARMA time series. - Guy Mélard; André Klein (IEEE Trans. Signal Process., 1994)

Exact maximum likelihood estimation of structured or unit root multivariate time series models. - Guy Mélard; Roch Roy; Abdessamad Saidi 001 (Comput. Stat. Data Anal., 2006)

Initiation à l'analyse des séries temporelles et à la prévision. - Guy Mélard (Monde des Util. Anal. Données, 2006)

On the accuracy of statistical procedures in Microsoft Excel 2010. - Guy Mélard (Comput. Stat., 2014)

The exact Gaussian likelihood estimation of time-dependent VARMA models. - Abdelkamel Alj; Kristján Jónasson; Guy Mélard (Comput. Stat. Data Anal., 2016)

An Algorithm for the Fisher Information Matrix of a VARMAX Process. - André Klein; Guy Mélard (Algorithms, 2023)