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 Intrest

Time Series Analysis

List of Publications
"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.
"Automatic ARIMA Modeling Including Interventions, Using Time Series Expert Software", (with J.-M. Pasteels), International Journal of Forecasting, 2000.

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