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ORCIDMohsen Pourahmadi
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- affiliation: Texas A&M University, Department of Statistics, USA
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Journal Articles
- 2023
[j9]Aramayis Dallakyan
, Mohsen Pourahmadi:
Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Replicated Time Series. J. Comput. Graph. Stat. 32(1): 157-170 (2023)- [j8]Rakheon Kim, Mohsen Pourahmadi, Tanya P. Garcia:
Positive-definite thresholding estimators of covariance matrices with zeros. J. Multivar. Anal. 197: 105186 (2023) - 2022
- [j7]Aramayis Dallakyan, Rakheon Kim, Mohsen Pourahmadi:
Time series graphical lasso and sparse VAR estimation. Comput. Stat. Data Anal. 176: 107557 (2022) - 2016
- [j6]Priya Kohli, Tanya P. Garcia, Mohsen Pourahmadi:
Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data. J. Multivar. Anal. 145: 87-100 (2016) - 2014
- [j5]Priya Kohli, Mohsen Pourahmadi:
Some prediction problems for stationary random fields with quarter-plane past. J. Multivar. Anal. 127: 112-125 (2014) - 2013
- [j4]Mehdi Maadooliat, Mohsen Pourahmadi, Jianhua Z. Huang:
Robust estimation of the correlation matrix of longitudinal data. Stat. Comput. 23(1): 17-28 (2013) - 2012
- [j3]Petros Dellaportas, Mohsen Pourahmadi:
Cholesky-GARCH models with applications to finance. Stat. Comput. 22(4): 849-855 (2012) - 2009
- [j2]Michael J. Daniels, Mohsen Pourahmadi:
Modeling covariance matrices via partial autocorrelations. J. Multivar. Anal. 100(10): 2352-2363 (2009) - 2006
- [j1]Mohammad Al-Rawwash, Mohsen Pourahmadi:
Gaussian estimation and joint modeling of dispersions and correlations in longitudinal data. Comput. Methods Programs Biomed. 82(2): 106-113 (2006)
Informal and Other Publications
- 2021
- [i2]Aramayis Dallakyan, Mohsen Pourahmadi:
Learning Bayesian Networks through Birkhoff Polytope: A Relaxation Method. CoRR abs/2107.01658 (2021) - 2020
- [i1]Aramayis Dallakyan, Mohsen Pourahmadi:
Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Longitudinal Data. CoRR abs/2007.11168 (2020)
Coauthor Index
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