Guy Mélard

1.2k total citations
51 papers, 575 citations indexed

About

Guy Mélard is a scholar working on Finance, Statistics and Probability and Economics and Econometrics. According to data from OpenAlex, Guy Mélard has authored 51 papers receiving a total of 575 indexed citations (citations by other indexed papers that have themselves been cited), including 17 papers in Finance, 14 papers in Statistics and Probability and 12 papers in Economics and Econometrics. Recurrent topics in Guy Mélard's work include Financial Risk and Volatility Modeling (16 papers), Complex Systems and Time Series Analysis (11 papers) and Forecasting Techniques and Applications (9 papers). Guy Mélard is often cited by papers focused on Financial Risk and Volatility Modeling (16 papers), Complex Systems and Time Series Analysis (11 papers) and Forecasting Techniques and Applications (9 papers). Guy Mélard collaborates with scholars based in Belgium, Netherlands and Morocco. Guy Mélard's co-authors include André Klein, J. M. Pasteels, Marc Hallin, Roch Roy, Toufik Zahaf, Peter Spreij, Marianne Paesmans, Kristján Jónasson and Christophe Ley and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of the American Statistical Association and IEEE Transactions on Signal Processing.

In The Last Decade

Guy Mélard

48 papers receiving 551 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Guy Mélard Belgium 13 153 143 128 99 94 51 575
Erricos John Kontoghiorghes United Kingdom 15 78 0.5× 80 0.6× 225 1.8× 195 2.0× 83 0.9× 64 740
M. M. Gabr Egypt 8 99 0.6× 71 0.5× 84 0.7× 111 1.1× 66 0.7× 23 432
Ioannis A. Koutrouvelis United States 14 246 1.6× 341 2.4× 348 2.7× 135 1.4× 74 0.8× 27 941
Hisashi Tanizaki Japan 15 227 1.5× 182 1.3× 161 1.3× 367 3.7× 74 0.8× 41 895
A. G. Miamee United States 12 61 0.4× 150 1.0× 131 1.0× 106 1.1× 29 0.3× 39 610
Estela Bee Dagum Italy 13 190 1.2× 62 0.4× 51 0.4× 69 0.7× 164 1.7× 43 580
Takeaki Kariya Japan 17 138 0.9× 152 1.1× 454 3.5× 113 1.1× 90 1.0× 68 892
Alexander Samarov United States 11 210 1.4× 264 1.8× 337 2.6× 97 1.0× 168 1.8× 15 710
R. J. Bhansali United Kingdom 18 231 1.5× 240 1.7× 415 3.2× 138 1.4× 212 2.3× 47 934
Yoshihide Kakizawa Japan 12 196 1.3× 237 1.7× 504 3.9× 273 2.8× 75 0.8× 61 931

Countries citing papers authored by Guy Mélard

Since Specialization
Citations

This map shows the geographic impact of Guy Mélard's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Guy Mélard with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Guy Mélard more than expected).

Fields of papers citing papers by Guy Mélard

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Guy Mélard. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Guy Mélard. The network helps show where Guy Mélard may publish in the future.

Co-authorship network of co-authors of Guy Mélard

This figure shows the co-authorship network connecting the top 25 collaborators of Guy Mélard. A scholar is included among the top collaborators of Guy Mélard based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Guy Mélard. Guy Mélard is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Mélard, Guy. (2025). Estimator’s Properties of Specific Time-Dependent Multivariate Time Series. Mathematics. 13(7). 1163–1163.
2.
Mélard, Guy, et al.. (2024). General estimation results for tdVARMA array models. Journal of Time Series Analysis. 46(1). 137–151. 3 indexed citations
3.
Mélard, Guy. (2024). A Symbolic Algorithm for Checking the Identifiability of a Time-Series Model. Information. 16(1). 16–16.
4.
Klein, André & Guy Mélard. (2023). An Algorithm for the Fisher Information Matrix of a VARMAX Process. Algorithms. 16(8). 364–364. 2 indexed citations
5.
Ley, Christophe, et al.. (2017). Asymptotic Properties of QML Estimators for VARMA Models with Time‐dependent Coefficients. Scandinavian Journal of Statistics. 44(3). 617–635. 9 indexed citations
6.
Klein, André & Guy Mélard. (2014). An algorithm for the exact Fisher information matrix of vector ARMAX time series. Linear Algebra and its Applications. 446. 1–24. 7 indexed citations
7.
Klein, André, et al.. (2008). The asymptotic and exact Fisher information matrices of a vector ARMA process. Statistics & Probability Letters. 78(12). 1430–1433. 9 indexed citations
8.
Klein, André, et al.. (2007). Corrections to "Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules". UvA-DARE (University of Amsterdam). 1 indexed citations
9.
Mélard, Guy. (2006). Initiation à l'analyse des séries temporelles et à la prévision. ULB Institutional Repository. 35(35). 82–129. 1 indexed citations
10.
Klein, André & Guy Mélard. (2004). An algorithm for computing the asymptotic fisher information matrix for seasonal SISO models. Journal of Time Series Analysis. 25(5). 627–648. 9 indexed citations
11.
Klein, André, Guy Mélard, & Toufik Zahaf. (2000). Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules. Linear Algebra and its Applications. 321(1-3). 209–232. 20 indexed citations
12.
Mélard, Guy, et al.. (1997). Manuel d'utilisateur Time Series Expert: TSE version 2.3. Dépôt institutionnel de l'Université libre de Bruxelles (Université Libre de Bruxelles). 1 indexed citations
13.
Klein, André & Guy Mélard. (1995). Computation of the Fisher information matrix for time series models. Journal of Computational and Applied Mathematics. 64(1-2). 57–68. 8 indexed citations
14.
Klein, André & Guy Mélard. (1994). The information matrix of multiple-input single-output time series models. Journal of Computational and Applied Mathematics. 51(3). 349–356. 13 indexed citations
15.
Mélard, Guy. (1989). Estimation des paramètres de modèles ARMA. ULB Institutional Repository. 75–91. 1 indexed citations
16.
Klein, André & Guy Mélard. (1989). On algorithms for computing the covariance matrix of estimates in autoregresive-moving average processes. ULB Institutional Repository. 5(1). 1–9. 8 indexed citations
17.
Mélard, Guy & Roch Roy. (1988). Modèles de séries chronologiques avec seuils. ULB Institutional Repository. 36(4). 5–23. 5 indexed citations
18.
Hallin, Marc & Guy Mélard. (1988). Rank-Based Tests for Randomness against First-Order Serial Dependence. Journal of the American Statistical Association. 83(404). 1117–1128. 23 indexed citations
19.
Mélard, Guy. (1978). Propriétés du spectre évolutif d'un processus non stationnaire. Annales De L Institut Henri Poincare-probabilites Et Statistiques. 14(4). 411–424. 6 indexed citations
20.
Mélard, Guy, et al.. (1975). Processus purement indéterminables à paramètre discret. Approches fréquentielle et temporelle. Dépôt institutionnel de l'Université libre de Bruxelles (Université Libre de Bruxelles). 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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