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  • Search: person:"MELARD, Guy"
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Year of publication
Subject
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Time series analysis 15 Zeitreihenanalyse 14 Estimation theory 12 Schätztheorie 12 Theorie 6 Theory 6 multivariate time series 4 time series 4 time-varying models 4 ARMA model 3 ARMA-Modell 3 Conditional Lindeberg condition 3 Non-stationary process 3 Unconditional Lyapunov condition 3 VAR model 3 VAR-Modell 3 non-stationary process 3 Admissible decomposition 2 Canonical decomposition 2 Conditional Lyapunov condition 2 Forecast 2 Martingal 2 Martingale 2 Prognose 2 SEATS 2 Seasonal adjustment 2 Unconditional Lindeberg condition 2 Wiener-Kolmogorov filter 2 time-dependent model 2 ARCH model 1 ARCH-Modell 1 ARIMA models 1 ARMA echelon form 1 ARMA models 1 Autocorrelation 1 Autokorrelation 1 Business survey 1 Chandrasekhar-type recursions 1 Cointegrated model 1 Common eigenvalues 1
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Online availability
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Free 61 Undetermined 10
Type of publication
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Book / Working Paper 235 Article 13
Type of publication (narrower categories)
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Arbeitspapier 13 Working Paper 13 Graue Literatur 10 Non-commercial literature 10 Article in journal 3 Aufsatz in Zeitschrift 3 Amtsdruckschrift 1 Article 1 Government document 1
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Language
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Undetermined 230 English 17 French 1
Author
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Melard, Guy 225 Cohen, Atika 31 Colet, Marc 22 Mélard, Guy 22 Pasteels, Jean-Michel 20 Klein, André 17 Azrak, Rajae 15 Hallin, Marc 8 Roy, Roch 8 Vermandele, Catherine 7 Alj, Abdelkamel 6 Branckaert, Eric 6 Njimi, Hassane 6 Ouakasse, Abdelhamid 6 Kiehm, Jean-Luc 5 Zahaf, Toufik 5 Broze, Laurence 4 Saidi, Abdessamad 4 Emiris, Marina 3 Ley, Christophe 3 Alj, Abdelkamer 2 Droesbeke, Jean-Jacques 2 Laforet, Annie 2 Mareschal, Bertrand 2 Niemczyk, Jerzy 2 Petitrere, Marianne 2 Scaillet, Olivier 2 Soiron, Christine 2 Adam, Marie Christine 1 Ayadi, Abdelghafour 1 Azral, Rajae 1 BROZE, Laurence 1 Barone, Piero 1 Bequet, Henry 1 Bossier, Francis 1 Chraibi, Abdellatif 1 Coutrot, Bernard 1 Herteleer, Annie 1 Huyberechts, Simone 1 Khoury, Nabil 1
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Institution
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Solvay Brussels School of Economics and Management, Université Libre de Bruxelles 219 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1
Published in...
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ULB Institutional Repository 219 ECARES working paper 11 Computational Statistics & Data Analysis 2 4. Colloque International d'Econometrie Appliquée, Strasbourg, [16.,] 17., 18.2.1977 1 CORE Discussion Papers 1 CORE discussion paper : DP 1 Computational Statistics 1 Economics Letters 1 Economics letters 1 Journal of Time Series Analysis 1 Revue de statistique appliquée 1 SERIEs - Journal of the Spanish Economic Association 1 SERIEs : Journal of the Spanish Economic Association 1 Statistical Inference for Stochastic Processes 1 Statistics & Probability Letters 1 Série des documents de travail / Centre de Recherche en Économie et Statistique 1 Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques 1 Time series : proceedings of the international conference held at Nottingham University, March 1979 1 Working Papers ECARES 1
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Source
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RePEc 228 ECONIS (ZBW) 19 EconStor 1
Showing 1 - 10 of 248
Cover Image
General estimation results for tdVARMA Array Models
Alj, Abdelkamel; Azrak, Rajae; Mélard, Guy - 2022
Persistent link: https://www.econbiz.de/10013343501
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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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Invertibility condition of the Fisher Information Matrix of a VARMAX Process and the Tensor Sylvester Matrix
Klein, André; Mélard, Guy - 2020
Persistent link: https://www.econbiz.de/10012242677
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Business surveys and repeated surveys : a simulation-based study
Mélard, Guy; Sedefoğlu, Gülşah - 2020
Persistent link: https://www.econbiz.de/10012242680
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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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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
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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/10011650314
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Cover Image
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
Saved in:
Cover Image
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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