<html> <head> <meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1"> <title>Guy MELARD</title> <script>          <!--          ci="";          function ion(n,v,o) {if (ci!='') ioff(); eval('document.'+n+'.src="'+v+'"'); ci=n; co=o; }          function ioff() {if (ci=='') return; eval('document.'+ci+'.src="'+co+'"'); ci=""; }          // -->          </script> </head> <body bgcolor="#ffffff" text="#444455" link="#336699" vlink="#336699" alink="#336699"> <table cellspacing="0" cellpadding="0" border="0" width="100%"> <tr> <td align="center" valign="top"> <table cellspacing="0" cellpadding="0" border="0" width="655"> <tr> <td><img src="../../../../design/space12.gif"></td> </tr> <tr> <td align="center" valign="top"> <table cellspacing="0" cellpadding="0" border="0" width="655"> <tr> <td align="left" valign="top" colspan="2"><img src="../../../../design/b_ulb2.jpg" border="0" usemap="#ulb"><br> <map name="ulb"> <area shape="rect" coords="0,68,202,100" href="../../../../universite.html"> <area shape="rect" coords="203,68,380,100" href="../../../../enseignements.html"> <area shape="rect" coords="381,68,511,100" href="../../../../recherche.html"> <area shape="rect" coords="512,68,655,100" href="../../../../informations.html"> <area shape="rect" coords="0,0,655,100" href="../../../../homepage.html"> </map> </td> </tr> <tr> <td align="left" valign="top"><img src="../../../../design/space12.gif"><br> <font face="Arial,Helvetica" size="1"><a style="text-decoration:none" href="../../../../homepage.html" onmouseover="ion('accueil','../../../../design/menu1a.gif','../../../../design/menu1.gif')" onmouseout="ioff()"><img src="../../../../design/menu1.gif" border="0" name="accueil">page d'accueil</a>&nbsp;&nbsp;      <a style="text-decoration:none" href="../../facultes/index.html" onmouseover="ion('toc','../../../../design/menu1a.gif','../../../../design/menu1.gif')" onmouseout="ioff()"><img src="../../../../design/menu1.gif" border="0" name="toc">sommaire</a>&nbsp;&nbsp;      </font></td><td align="right" valign="top"><img src="../../../../design/space12.gif"><br> <font face="Arial,Helvetica" size="1"><a style="text-decoration:none" href="../../../../outils/recherche/recherche.html" onmouseover="ion('srch','../../../../design/menu1a.gif','../../../../design/menu1.gif')" onmouseout="ioff()"><img src="../../../../design/menu1.gif" border="0" name="srch">recherche</a>&nbsp;&nbsp;         </font></td> </tr> </table> </td> </tr> <tr> <td align="center" valign="top"> <table border="0" cellspacing="0" cellpadding="0" width="655"> <tr> <td width="165"><img src="../../../../design/space165.gif"></td><td width="30"><img src="../../../../design/space30.gif"></td><td width="265"><img src="../../../../design/space265.gif"></td><td width="30"><img src="../../../../design/space30.gif"></td><td width="165"><img src="../../../../design/space165.gif"></td> </tr> <tr> <td colspan="5"><img src="../../../../design/space12.gif"></td> </tr> <tr> <td valign="top" colspan="5"> <div align="left"> <font face="Arial, Helvetica, sans-serif" size="4" color="#336699"><b>Guy MELARD</b> <br> </font> </div> <img src="../../../../design/space1.gif" height="18"><br> </td> </tr> <tr> <td valign="top"><img src="../../../../design/hr165.gif"><br> <div align="left"> <font face="Arial, Helvetica, sans-serif" size="2" color="#336699"><b>coordonn&eacute;es<br> </b></font> </div> <img src="../../../../design/space1.gif" height="16"><br> </td><td><img src="../../../../design/space1.gif"></td><td valign="top" colspan="3"><img src="../../../../design/space8.gif"><br> <font face="Arial, Helvetica, sans-serif" size="2" color="#112244"> <table border="0" cellspacing="0" cellpadding="0" background=""> <tr> <td colspan="2"><img src="../../../../design/coord3.gif"><font face="Arial,Helvetica" color="#666666" size="2"><b>European center for Adv.Res.in Economics</b></font></td> </tr> <tr> <td colspan="2"><font face="Arial,Helvetica" color="#666666" size="2">Guy&nbsp;MELARD</font></td> </tr> <tr> <td valign="top"><img src="../../../../design/item1.gif"></td><td><font face="Arial,Helvetica" color="#666666" size="2">tel&nbsp;02&nbsp;650&nbsp;46&nbsp;04, fax&nbsp;02&nbsp;650&nbsp;40&nbsp;12, <a style="text-decoration:none" href="mailto:Guy.Melard@ulb.ac.be">Guy.Melard@ulb.ac.be</a></font></td> </tr> <tr> <td valign="top"><img src="../../../../design/item1.gif"></td><td><font face="Arial,Helvetica" color="#666666" size="2">tel&nbsp;02&nbsp;650&nbsp;58&nbsp;90</font></td> </tr> <tr> <td valign="top"><img src="../../../../design/item1.gif"></td><td><font face="Arial,Helvetica" color="#666666" size="2"><a style="text-decoration:none" href="../../../../docs/campus/solplan.html">Campus du Solbosch</a></font></td> </tr> <tr> <td valign="top"><img src="../../../../design/item1.gif"></td><td><font face="Arial,Helvetica" color="#666666" size="2">CP114, avenue F.D. Roosevelt 50, 1050 Bruxellesboulevard du Triomphe, 1050 Bruxelles</font></td> </tr> </table> <br> </font><img src="../../../../design/space1.gif" height="18"><br> </td> </tr> <tr> <td valign="top"><img src="../../../../design/hr165.gif"><br> <div align="left"> <font face="Arial, Helvetica, sans-serif" size="2" color="#336699"><b>unit&eacute;s de recherche<br> </b></font> </div> <img src="../../../../design/space1.gif" height="16"><br> </td><td><img src="../../../../design/space1.gif"></td><td valign="top" colspan="3"><img src="../../../../design/space8.gif"><br> <font face="Arial, Helvetica, sans-serif" size="2" color="#112244"> <table border="0" cellspacing="0" cellpadding="0"> <tr> <td align="right" valign="top" width="0%"><a style="text-decoration:none" href="../../unites/ULB091.html" onmouseover="ion('un_1','../../../../design/toc1a.gif','../../../../design/toc1.gif')" onmouseout="ioff()"><img border="0" name="un_1" src="../../../../design/toc1.gif"></a></td><td align="left" valign="top" width="100%"><font face="Arial, Helvetica, sans-serif" size="2" color="#112244"><a style="text-decoration:none" href="../../unites/ULB091.html" onmouseover="ion('un_1','../../../../design/toc1a.gif','../../../../design/toc1.gif')" onmouseout="ioff()">European Centre for Advanced Research in Economics and Statistics (ECARES)<br> </a></font></td> </tr> <tr> <td align="right" valign="top" width="0%"><a style="text-decoration:none" href="../../unites/ULB154.html" onmouseover="ion('un_2','../../../../design/toc1a.gif','../../../../design/toc1.gif')" onmouseout="ioff()"><img border="0" name="un_2" src="../../../../design/toc1.gif"></a></td><td align="left" valign="top" width="100%"><font face="Arial, Helvetica, sans-serif" size="2" color="#112244"><a style="text-decoration:none" href="../../unites/ULB154.html" onmouseover="ion('un_2','../../../../design/toc1a.gif','../../../../design/toc1.gif')" onmouseout="ioff()">Statistique informatique (compstat)<br> </a></font></td> </tr> </table> <br> </font><img src="../../../../design/space1.gif" height="18"><br> </td> </tr> <tr> <td valign="top"><img src="../../../../design/hr165.gif"><br> <div align="left"> <font face="Arial, Helvetica, sans-serif" size="2" color="#336699"><b>projets<br> </b></font> </div> <img src="../../../../design/space1.gif" height="16"><br> </td><td><img src="../../../../design/space1.gif"></td><td valign="top" colspan="3"><img src="../../../../design/space8.gif"><br> <font face="Arial, Helvetica, sans-serif" size="2" color="#112244"> <div align="justify"> <a style="text-decoration:none" href="../../projets/9/PR599.html">Macro&eacute;conomie<br> </a>Analyse macro&eacute;conomique financi&egrave;re (incertitudes et &eacute;pargne de pr&eacute;caution) et analyse macro&eacute;conomique appliqu&eacute;e (m&eacute;thodologie des s&eacute;ries chronologiques).<br> <br> <a style="text-decoration:none" href="../../projets/3/PR2843.html">Analyse statistique de s&eacute;ries chronologiques et traitement du signal. M&eacute;thodes d'estimation: algorithmes de calcul de la fonction de vraisemblance et de la matrice d'information de Fisher, m&eacute;thodes en ligne.<br> </a> <br> <a style="text-decoration:none" href="../../projets/4/PR2844.html">Mod&egrave;les de s&eacute;ries chronologiques &agrave; coefficients d&eacute;pendant du temps, mod&egrave;les non lin&eacute;aires, mod&egrave;les d'intervention. Analyse spectrale &eacute;volutive.<br> </a> <br> <a style="text-decoration:none" href="../../projets/5/PR2845.html">M&eacute;thodes de pr&eacute;vision par lissage exponentiel et g&eacute;n&eacute;ralisations. D&eacute;veloppement d'un syst&egrave;me expert de pr&eacute;vision &eacute;conomique: logiciel TSE (Time Series Expert).<br> </a> <br> <a style="text-decoration:none" href="../../projets/6/PR2846.html">Framework for empirical analysis of evolution of cross-section distributions in function of time: empirical macroeconomics and dynamics of large models for cross-sectional data.<br> </a> <br> <a style="text-decoration:none" href="../../projets/7/PR2847.html">D&eacute;veloppement d'un cours en auto-apprentissage pour l'analyse des s&eacute;ries temporelles<br> </a> </div> <br> </font><img src="../../../../design/space1.gif" height="18"><br> </td> </tr> <tr> <td valign="top"><img src="../../../../design/hr165.gif"><br> <div align="left"> <font face="Arial, Helvetica, sans-serif" size="2" color="#336699"><b>publications<br> </b></font> </div> <img src="../../../../design/space1.gif" height="16"><br> </td><td><img src="../../../../design/space1.gif"></td><td valign="top" colspan="3"><img src="../../../../design/space8.gif"><br> <font face="Arial, Helvetica, sans-serif" size="2" color="#112244"> <div align="justify">KLEIN, Andr&eacute;, MELARD, Guy, and ZAHAF, Toufik / Computation of the exact information matrix of Gaussian dynamic regression time series models / Annals of Statistics, 26, 1636-1650<br> <br>AZRAK, Rajae, MELARD, Guy / The exact quasi-likelihood of time dependent ARMA models / Journal of Statistical Planning and Inference, 68, 31-45<br> <br>KLEIN, Andr&eacute;, and MELARD, Guy / Computation of the Fisher information matrix for time series models / Journal of Computational and Applied Mathematics, 64, 57-68.<br> <br>BROZE, Laurence et MELARD, Guy / Lissage exponentiel g&eacute;n&eacute;ralis&eacute; / Cahiers du Centre d'Etudes de Recherche Op&eacute;rationnelle 36, 27-42<br> <br>MELARD, Guy and KLEIN, Andr&eacute; / On a fast algorithm for the exact information matrix of a Gaussian ARMA time series / IEEE Transactions on Signal Processing, 42, No. 8, 2201-2203<br> <br>KLEIN, Andr&eacute; and MELARD, Guy / The information matrix of multiple input single output time series models / Journal of Computational and Applied Mathematics, 51, 349-356<br> <br>KLEIN, Andr&eacute; and MELARD, Guy / Computation of the Fisher information matrix for SISO models / IEEE Transactions on Signal Processing, 42, No. 3, 684-688.<br> <br>HALLIN, Marc, MELARD, Guy and MILHAUD, Xavier / Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence / Annals of Statistics, 20, No. 1, 523-534.<br> <br>BRANCKAERT, Eric, MELARD, Guy, PASTEELS, Jean-Michel et VANDER STRICHT, Val&eacute;rie / Un syst&egrave;me expert de pr&eacute;vision &eacute;conomique : Prise en compte de l'information qualitative / Mondes en D&eacute;veloppement, 18, n&deg;72, 49-62.<br> <br>MELARD, Guy, et MARCIANO, Jean-Pierre / Syst&egrave;mes experts et &eacute;conomie: introduction / Mondes en D&eacute;veloppement, 18, n&deg;72, 9-10.<br> <br>MELARD, Guy, PAESMANS, Marianne et ROY, Roch / Consistent estimation of the asymptotic covariance structure of multivariate serial correlation / Journal of Time Series Analysis, 12, n&deg;4, 351-361.<br> <br>MELARD, Guy / M&eacute;thodes num&eacute;riques dans la mod&eacute;lisation de s&eacute;ries chronologiques / Cahiers du Centre d'Etudes de Recherche Op&eacute;rationnelle, 32, N&deg;1-2-3, 153-180<br> <br>KLEIN, Andr&eacute; and MELARD, Guy / Fisher's information matrix for seasonal autoregressive-moving average models / Journal of Time Series Analysis, 11, n&deg;3, 231-237<br> <br>BROZE, Laurence and MELARD, Guy / Exponential smoothing: estimation by maximum likelihood / The Journal of Forecasting, 9, n&deg;5, 445-455<br> <br>LAFORET, Annie, MELARD, Guy et PASTEELS, Jean-Michel / Vers un syst&egrave;me expert de pr&eacute;vision et de statistique &eacute;conomique / Cahiers du Centre d'Etudes de Recherche Op&eacute;rationnelle, 32, n&deg; 4, 285-302.<br> <br>HALLIN, Marc, LAFORET, Annie and MELARD, Guy / Distribution-free tests against serial dependence: signed or unsigned ranks ? / Journal of Statistical Planning and Inference, 24, 151-165.<br> <br>HALLIN, Marc and MELARD, Guy / Contribution to 'Discussion of the paper by Bruce and Martin' / J. Roy. Statist. Soc. Ser. B, 51, 401-424<br> <br>KLEIN, Andr&eacute; and MELARD, Guy / On algorithms for computing the covariance matrix of estimates in autoregresive-moving average processes / Computational Statistics Quarterly, 5, N&deg;1, 1-9<br> <br>MELARD, Guy and HERTELEER-DE SCHUTTER, Annie / Contributions to the evolutionary spectral theory / Journal of Time Series Analysis, 10, N&deg; 1, 41-63<br> <br>HALLIN, Marc and MELARD, Guy / Rank-based tests for randomness against first-order serial dependence / Journal of the American Statistical Association, 83, N&deg;404, 1117-1128<br> <br>MELARD, Guy et ROY, Roch / Mod&egrave;les de s&eacute;ries chronologiques avec seuil / Revue de Statistique Appliqu&eacute;e, 36, N&deg;4, 5-24<br> <br>MARESCHAL, Bertrand and MELARD, Guy / Algorithm AS-237: The corner method for identifying autoregressive-moving average models / Journal of the Royal Statistical Society, Series C Applied Statistics, 37, N&deg; 2, 301-316<br> <br>MELARD, Guy and ROY, Roch / On confidence intervals and tests for autocorrelations / Computational Statistics and Data Analysis, 5, n&deg; 1, 31-44<br> <br>HALLIN, Marc et MELARD, Guy / Les statistiques de rangs dans l'identification de mod&egrave;les de s&eacute;ries chronologiques / Cahiers du Centre d'Etudes de Recherche Op&eacute;rationnelle, 28, 117-130<br> <br>MELARD, Guy et ROULAND, Olivier / S&eacute;lection d'une m&eacute;thode de pr&eacute;vision par l'emploi du mod&egrave;le ARIMA sous-jacent / RAIRO Recherche Op&eacute;rationnelle/Operations Research, 20, 89-113<br> <br>KHOURY, Nabil and MELARD, Guy / The relationship between the Canadian treasury bill rate and expected inflation in Canada and in the U.S.A. / Canadian Journal of Administrative Sciences, 2, N&deg; 1 (June), 63-76<br> <br>MELARD, Guy / Examples of the evolutionary spectrum theory / Journal of Time Series Analysis, 6, n&deg; 2, 81-90<br> <br>MELARD, Guy et ROY, Roch / Sur un test d'&eacute;galit&eacute; des autocovariances de deux s&eacute;ries chronolgiques / Canadian Journal of Statistics, 12, n&deg; 4, 333-342<br> <br>MELARD, Guy / Algorithm AS197: A fast algorithm for the exact likelihood of autoregressive-moving average models / Journal of the Royal Statistical Society Series C Applied Statistics, 33, 104-114<br> <br>MELARD, Guy / On an alternative model for intervention analysis / in O.D. ANDERSON and M.R. PERRYMAN (eds) Time Series Analysis, North-Holland, Amsterdam, pp. 345-354.<br> <br>KIEHM, Jean-Luc et MELARD, Guy / Evolutive cospectral analysis of time-dependent ARMA processes / in O.D. ANDERSON and M.R. PERRYMAN (eds) Time Series Analysis, North-Holland, Amsterdam, pp. 227-236.<br> <br>MELARD, Guy et KIEHM, Jean-Luc / ARIMA models with time-dependent coefficients for economic time series / in O.D. ANDERSON and M.R. PERRYMAN (eds) Time Series Analysis, North-Holland, Amsterdam, pp. 355-363.<br> <br>LENTZ, Jean-Robert and MELARD, Guy / Statistical analysis of a non-linear time series model / in O.D. ANDERSON and M.R. PERRYMAN (eds) Time Series Analysis, North-Holland, Amsterdam, pp. 287-293<br> <br>MELARD, Guy / The likelihood function of a time-dependent ARMA model / in O.D. ANDERSON and M.R. PERRYMAN (eds) Applied Time Series Analysis, North-Holland, Amsterdam, pp. 229-239.<br> <br>MELARD, Guy / Software for time series analysis / in H. Caussinus, P. Ettinger and R. Tomassone (eds), COMPSTAT 1982 Part 1: Proceedings in Computational Statistics, Physica-Verlag, Vienna (Austria), pp. 336-341<br> <br>MELARD, Guy / On fast algorithms for several problems in time series models / in T. HAVRANEK, Z. SIDAK and M. NOVAK (eds) COMPSTAT 1984, Proceedings in Computational Statistics, Physica-Verag, Vienna (Austria), pp. 41-45<br> <br>MELARD, Guy / Illustration of the use of a general time series model / in O.D. ANDERSON (ed.) Time Series Analysis: Theory and Practice 7, Proceedings of the (general interest) international conference held at Toronto, Canada, 18-21 August 1983, North-Holland, Amsterdam, 53-75<br> <br>BARONE, Piero and MELARD, Guy / Recursive estimation with replications for mutivariate covariance stationary processes / Compstat 1986, Proceedings in Computational Statistics, Dipartimento di Statistica Probabilit&agrave; e Statistiche Applicate Universit&agrave; "La Sapienza", Rome, 25-26<br> <br>MELARD, Guy / Estimation des param&egrave;tres de mod&egrave;les ARMA / in J.J. DROESBEKE, B. FICHET et Ph. TASSI (&eacute;diteurs), S&eacute;ries chronologiques - Th&eacute;orie et pratique des mod&egrave;les ARMA (chapitre 4), Collection Association pour la Statistique et ses Utilisations, Economica, Paris, pp. 75-91<br> <br>COUTROT, Bernard, MELARD, Guy et TASSI, Philippe / Quatre cas pratiques / in J.J. DROESBEKE, B. FICHET et Ph. TASSI (&eacute;diteurs), S&eacute;ries chronologiques - Th&eacute;orie et pratique des mod&egrave;les ARMA (chapitre 8), Collection Association pour la Statistique et ses Utilisations, Economica, Paris, pp. 197-285<br> <br>AZRAK, Rajae et MELARD, Guy / Exact maximum likelihood estimation for extended ARIMA models / in T. Subba Rao (Ed.), Developments in Time Series, in honor of Maurice B. Priestley, Chapman and Hall, London, pp. 110-123<br> <br>MELARD, Guy / Exact derivatives of the likelihood of ARMA processes / 1985 Proceedings of the Statistical Computing Section, American Statistical Association, Washington D.C., pp. 187-192<br> <br>MELARD, Guy and ROY, Roch / Testing for homogeneity and stability of time series / 1983 Proceedings of the Business and Economic Statistics Section, American Statistical Association, Washington D.C., pp. 385-389<br> <br>MELARD, Guy / On a deterministic sub-model for the innovation process in ARIMA model / 1981 Proceedings of the Business and Economic Statistics Section, American Statistical Association, Washington D.C., 329-333<br> <br>KLEIN, Andr&eacute; and MELARD, Guy / Cram&eacute;r-Rao bound for single input single output models / Bulletin of the International Statistical Institute, Contributed Papers, 47th Session, Paris, Book 1, 524-525<br> <br>HALLIN, Marc, LAFORET, Annie et MELARD, Guy / Sup&eacute;riorit&eacute; des tests de rangs sign&eacute;s sur les tests de rangs non sign&eacute;s pour des contre-hypoth&egrave;ses de d&eacute;pendance s&eacute;rielle du premier ordre / Bulletin of the International Statistical Institute, Contributed Papers, 47th Session, Paris, Book 1, 419-420<br> <br>MELARD, Guy et PASTEELS, Jean-Michel / Manuel d'utilistateur Time Series Expert (TSE version 2.3) / Universit&eacute; Libre de Bruxelles, Facult&eacute; des Sciences sociales, politiques et &eacute;conomiques, Soco-informatique, and Institut de Statistique, d&eacute;cembre 1997<br> <br>MELARD, Guy et PASTEELS, Jean-Michel / User's Manual of Time Series Expert (TSE version 2.3) / Universit&eacute; Libre de Bruxelles, Institut de Statistique, July 1998.<br> <br>MELARD, Guy / Analyse de donn&eacute;es chronologiques / Coll. S&eacute;minaire de math&eacute;matiques sup&eacute;rieures - S&eacute;minaire scientifique OTAN (NATO Advanced Study Institute) n&deg;89, Presses de l'Universit&eacute; de Montr&eacute;al, Montr&eacute;al, 169 pp.<br> <br>MELARD, Guy / M&eacute;thodes de pr&eacute;vision &agrave; court terme / , Coll. Statistique et math&eacute;matiques appliqu&eacute;es, Editions de l'Universit&eacute; de Bruxelles, Bruxelles, et Editions Ellipses, Paris, 468 pages<br> </div> <br> </font><img src="../../../../design/space1.gif" height="18"><br> </td> </tr> <tr> <td valign="top"><img src="../../../../design/hr165.gif"><br> <div align="left"> <font face="Arial, Helvetica, sans-serif" size="2" color="#336699"><b>disciplines et mots cl&eacute;s d&eacute;clar&eacute;s<br> </b></font> </div> <img src="../../../../design/space1.gif" height="16"><br> </td><td><img src="../../../../design/space1.gif"></td><td valign="top" colspan="3"><img src="../../../../design/space8.gif"><br> <font face="Arial, Helvetica, sans-serif" size="2" color="#112244"><a style="text-decoration:none" href="../../disciplines/2/DI1142.html">ALGEBRE LINEAIRE ET MATRICIELLE</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../disciplines/2/DI4332.html">ECONOMETRIE</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../disciplines/3/DI1113.html">GEOMETRIES DIFFERENTIELLE ET INFINITESIMALE</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../disciplines/4/DI4314.html">MACROECONOMIE</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../disciplines/1/DI1131.html">PROCESSUS STOCHASTIQUES</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../disciplines/6/DI1166.html">PROGRAMMATION DU CALCUL NUMERIQUE</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../disciplines/5/DI4335.html">PROSPECTIVE ECONOMIQUE</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../disciplines/3/DI4333.html">STATISTIQUE ECONOMIQUE</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../disciplines/0/DI1130.html">STATISTIQUE MATHEMATIQUE</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../disciplines/1/DI1181.html">SYSTEMES EXPERTS</a> <br> <br> <a style="text-decoration:none" href="../../motscles/5/MO7645.html">ajustement saisonnier</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/1/MO7641.html">analyse spectrale &eacute;volutive</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/4/MO7644.html">cours</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/4/MO1584.html">croissance</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/4/MO2074.html">cycle conjoncturel</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/3/MO2073.html">dette publique</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/0/MO2070.html">distribution</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/1/MO2071.html">&eacute;pargne de pr&eacute;caution</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/8/MO7638.html">estimation en ligne</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/9/MO7639.html">estimation r&eacute;currente</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/5/MO7635.html">estimation statistique</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/2/MO7642.html">lissage exponentiel</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/4/MO5294.html">logiciel</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/7/MO7637.html">matrice d'information de Fisher</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/6/MO7636.html">maximum de vraisemblance exact</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/8/MO3648.html">mod&egrave;le &agrave; facteurs</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/4/MO7634.html">mod&egrave;le ARIMA</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/0/MO7640.html">mod&egrave;les &agrave; coefficients d&eacute;pendant du temps</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/6/MO4376.html">pr&eacute;vision</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/3/MO7633.html">s&eacute;rie temporelle</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/2/MO2072.html">substitution intertemporelle</a> <img src="../../../../design/sep1.gif"> <a style="text-decoration:none" href="../../motscles/3/MO7643.html">Time Series Expert</a> <br> </font><img src="../../../../design/space1.gif" height="18"><br> </td> </tr> </table> </td> </tr> <tr> <td><img src="../../../../design/space12.gif"></td> </tr> <tr> <td align="right" valign="top"><img src="../../../../design/space12.gif"><br> <a href="../../../../contacts.html"><img src="../../../../design/footer.gif" border="0"></a></td> </tr> </table> </td> </tr> </table> </body> </html> 
