| Algorithm AS 197: a fast algorithm for the exact likelihood of autoregressive-moving average models G Melard Journal of the Royal Statistical Society. Series C (Applied Statistics) 33 …, 1984 | 209 | 1984 |
| On the accuracy of statistical procedures in Microsoft Excel 2010 G Mélard Computational statistics 29 (5), 1095-1128, 2014 | 154 | 2014 |
| Automatic ARIMA modeling including interventions, using time series expert software G Mélard, JM Pasteels International Journal of Forecasting 16 (4), 497-508, 2000 | 131 | 2000 |
| Contributions to evolutionary spectral theory G Mélard, AH Schutter Journal of Time Series Analysis 10 (1), 41-63, 1989 | 120 | 1989 |
| Méthodes de prévision à court terme G Mélard Editions de l'Université de Bruxelles, 2007 | 111 | 2007 |
| Rank-based tests for randomness against first-order serial dependence M Hallin, G Melard Journal of the American Statistical Association 83 (404), 1117-1128, 1988 | 79 | 1988 |
| Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients R Azrak, G Mélard Statistical Inference for Stochastic Processes 9, 279-330, 2006 | 69 | 2006 |
| Exact maximum likelihood estimation of structured or unit root multivariate time series models G Mélard, R Roy, A Saidi Computational statistics & data analysis 50 (11), 2958-2986, 2006 | 33 | 2006 |
| Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules A Klein, G Mélard, T Zahaf Linear Algebra and its Applications 321 (1-3), 209-232, 2000 | 33 | 2000 |
| On the resultant property of the Fisher information matrix of a vector ARMA process A Klein, G Mélard, P Spreij Linear algebra and its applications 403, 291-313, 2005 | 31 | 2005 |
| Computation of the Fisher information matrix for SISO models A Klein, G Melard IEEE transactions on signal processing 42 (3), 684-688, 1994 | 30 | 1994 |
| Exponential smoothing: Estimation by maximum likelihood L Broze, G Melard Journal of Forecasting 9 (5), 445-455, 1990 | 30 | 1990 |
| Analyse de données chronologiques G Mélard, G Melard Presses de l'Université de Montréal, 1985 | 27 | 1985 |
| Fisher's information matrix for seasonal autoregressive‐moving average models A Klein, G Mélard Journal of Time Series Analysis 11 (3), 231-237, 1990 | 26 | 1990 |
| Propriétés du spectre évolutif d'un processus non stationnaire G Mélard Annales de l'institut Henri Poincaré. Section B. Calcul des probabilités et …, 1978 | 26 | 1978 |
| Algorithm AS 237: the corner method for identifying autoregressive moving average models B Mareschal, G Melard Applied statistics, 301-316, 1988 | 25 | 1988 |
| The likelihood function of a time-dependent ARMA model G Melard Applied Time Series Analysis, North-Holland, Amsterdam, 229-239, 1982 | 24 | 1982 |
| Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence M Hallin, G Melard, X Milhaud The Annals of Statistics, 523-534, 1992 | 23 | 1992 |
| Modèles de séries chronologiques avec seuils G Melard, R Roy Revue de Statistique appliquée 36 (4), 5-23, 1988 | 23 | 1988 |
| Consistent estimation of the asymptotic covariance structure of multivariate serial correlations G Melard, M Paesmans, R Roy Journal of Time Series Analysis 12 (4), 351-361, 1991 | 22 | 1991 |
