Computational Statistics
Research Areas
- Statistical analysis of time series and signal processing: algorithms for identification, estimation and forecasting methods.
- Models with time-dependent coefficients, non-linear models (threshold models, ARCH models), intervention models.
- Development of an Expert System for Economic Forecasting: (Time Series Expert).
- Empirical macroeconomics and dynamics of large cross-sectional data.
Selected Publications
- Azrak, R., G. Mélard (1998). The exact quasi-likelihood of time-dependent ARMA models, Journal of Statistical Planning and Inference, 68, 31-45.
- G. Mélard (1990). Méthodes de prévision à court terme , Coll. Statistique et Math?matiques appliquées, Editions de l'Université de Bruxelles, Bruxelles et Editions Ellipses, Paris.
- Klein, A., G. Mélard and T. Zahaf (1998). Computation of the exact information matrix of Gaussian dynamic regression time series models, Annals of Statistics, 26, 1636-1650.
Members
Abdelghafour AYADI, Rajae AZRAK, Mostafa HARTI, André KLEIN, Guy MELARD, Jean-Michel PASTEELS, Toufik ZAHAFContact
Prof. G. Mélard
Tel: +32-2-650 58 90
Fax: +32-20-650 58 99
E-mail: gmelard@ulb.ac.be
Université Libre de Bruxelles - Institut de Statistique et de Recherche Opérationnelle
Comments : psemerar@pop.ulb.ac.be