Guy Melard
Professor
Department of Economics
European Center for Advanced Research in Economics and Statistics
Belgium
Biography
Guy Mélard holds a Doctorat en Sciences in Mathematics from the Université libre de Bruxelles (1975). He has been President of the Department "Informatique et Sciences humaines". He is the author of three books and co-author of a software for time series analysis called Time Series Expert.
Research Interest
Time Series Analysis
Publications
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"Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients", (with R. Azrak), Statistical Inference for Stochastic Processes 9, 2006, No 3, 279 - 330.
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"Automatic ARIMA Modeling Including Interventions, Using Time Series Expert Software", (with J.-M. Pasteels), International Journal of Forecasting, 2000.
