Edit Profile (opens in new tab) Pourahmadi, Mohsen Co-Author Distance Author ID: pourahmadi.mohsen Published as: Pourahmadi, Mohsen; Pourahmadi, M.; Pourahmadi, Moshen more...less Homepage: https://www.stat.tamu.edu/~pourahm/ External Links: MGP · ResearchGate · dblp Documents Indexed: 84 Publications since 1983, including 2 Books 1 Further Contribution Co-Authors: 37 Co-Authors with 51 Joint Publications 1,229 Co-Co-Authors all top 5 Co-Authors 30 single-authored 8 Miamee, Abol G. 6 Cheng, Ray 5 Inoue, Akihiko 5 Kasahara, Yukio 4 Daniels, Michael J. 4 Kohli, Priya 4 Wu, Wei Biao 3 Garcia, Tanya P. 3 Huang, Jianhua Z. 3 Maadooliat, Mehdi 3 Sundararajan, Raanju Ragavendar 2 Dallakyan, Aramayis 2 Kim, Rakheon 2 Kundu, Anupam 1 Ahmad, Amir A. 1 Arnold, Barry Charles 1 Bailey, Natalia 1 Bouveyron, Charles 1 Chen, Lianfu 1 Chen, Min 1 Coad, D. Stephen 1 Critchley, Frank 1 Dang, Wei 1 Deb, Soudeep 1 Dellaportas, Petros 1 Deng, Xinwei 1 Fan, Jianqing 1 Fan, Yingying 1 Farné, Matteo 1 Ferreira, Marco A. R. 1 Fine, Jason Peter 1 Fokianos, Konstantinos 1 Frommlet, Florian 1 Fryzlewicz, Piotr 1 Ghosh, Riddhi Pratim 1 Gijbels, Irène 1 Gilks, Wally 1 Halawani, Sami M. 1 Hallin, Marc 1 Hashmi, Sarosh 1 Herrmann, Klaus 1 Holzmann, Hajo 1 Hu, Charlie 1 Hua, Tsushung A. 1 Huang, Hanwen 1 Huang, Jian 1 Huang, Na 1 Jang, Woncheol 1 Jung, Sungkyu 1 Kang, Xiaoning 1 Kent, John T. 1 Lam, Clifford 1 Leister, Anna 1 Li, Erning 1 Liao, Yuan 1 Lim, Johan 1 Linton, Oliver Bruce 1 Liu, Han 1 Liu, Linxu 1 Liu, Naiping 1 Liu, Yufeng 1 Mallick, Bani K. 1 Marron, James Stephen 1 Maruri-Aguilar, Hugo 1 Mateu, Jorge 1 Mincheva, Martina 1 Montanari, Angela 1 Motta, Giovanni 1 Onatski, Alexei 1 Pan, Guangming 1 Park, Trevor 1 Pedeli, Xanthi 1 Peng, Heng 1 Pesaran, M. Hashem 1 Pipiras, Vladas 1 Salehi, Habib 1 Samworth, Richard J. 1 Shen, Dan 1 Shen, Haipeng 1 Tang, Chengyong 1 Tarami, Bahram 1 Tsay, Ruey S. 1 Tsui, Kam-Wah 1 Verhasselt, Anneleen 1 Viroli, Cinzia 1 Vogt, Michael P. 1 Wang, Lie 1 Wang, Xiao 1 Won, Joongho 1 Xue, Lingzhou 1 Yamagata, Takashi 1 Yu, Keming 1 Yu, Yi 1 Zhang, Jian 1 Zhang, Wenyang 1 Zhou, Yong 1 Zou, Hui all top 5 Serials 8 Biometrika 8 Journal of Multivariate Analysis 8 Journal of Time Series Analysis 6 Statistics & Probability Letters 4 Proceedings of the American Mathematical Society 3 Journal of Statistical Planning and Inference 3 Probability Theory and Related Fields 2 International Statistical Review 2 Sankhyā. Series A. Methods and Techniques 2 Bulletin of the Iranian Mathematical Society 2 Journal of Theoretical Probability 2 Communications in Statistics. Theory and Methods 2 Bernoulli 2 Statistics and Computing 1 American Mathematical Monthly 1 The American Statistician 1 Metrika 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Probability 1 Biometrics 1 International Journal of Mathematics and Mathematical Sciences 1 Integral Equations and Operator Theory 1 Journal of the American Statistical Association 1 Journal of Applied Probability 1 Journal of the London Mathematical Society. Second Series 1 Sankhyā. Series B. Methodological 1 Statistical Science 1 Communications in Statistics. Simulation and Computation 1 SIAM Journal on Applied Mathematics 1 Computational Statistics and Data Analysis 1 Statistica Sinica 1 Journal of Nonparametric Statistics 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Journal of the Royal Statistical Society. Series C. Applied Statistics 1 Journal of the Australian Mathematical Society 1 Statistical Modelling 1 Electronic Journal of Statistics 1 Journal of Computational and Graphical Statistics 1 Sankhyā. Series B 1 Bayesian Analysis 1 Wiley Series in Probability and Statistics 1 Wiley Series in Probability and Mathematical Statistics all top 5 Fields 72 Statistics (62-XX) 31 Probability theory and stochastic processes (60-XX) 10 Numerical analysis (65-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 3 Functional analysis (46-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Functions of a complex variable (30-XX) 2 Approximations and expansions (41-XX) 2 Operator theory (47-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Computer science (68-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 72 Publications have been cited 1,377 times in 848 Documents Cited by ▼ Year ▼ Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138 Fan, Jianqing; Liao, Yuan; Mincheva, Martina 238 2013 Joint mean-covariance models with applications to longitudinal data: Unconstrained parameterisation. Zbl 0949.62066 Pourahmadi, Mohsen 201 1999 Covariance matrix selection and estimation via penalised normal likelihood. Zbl 1152.62346 Huang, Jianhua Z.; Liu, Naiping; Pourahmadi, Mohsen; Liu, Linxu 140 2006 Foundations of time series analysis and prediction theory. Zbl 0982.62074 Pourahmadi, Mohsen 103 2001 Nonparametric estimation of large covariance matrices of longitudinal data. Zbl 1436.62347 Wu, Wei Biao; Pourahmadi, Mohsen 102 2003 Maximum likelihood estimation of generalized linear models for multivariate normal covariance matrix. Zbl 0954.62091 Pourahmadi, Mohsen 93 2000 Banding sample autocovariance matrices of stationary processes. Zbl 1176.62083 Wu, Wei Biao; Pourahmadi, Mohsen 61 2009 Bayesian analysis of covariance matrices and dynamic models for longitudinal data. Zbl 1036.62019 Daniels, Michael J.; Pourahmadi, Mohsen 59 2002 Covariance estimation: the GLM and regularization perspectives. Zbl 1246.62139 Pourahmadi, Mohsen 56 2011 High-dimensional covariance estimation. Zbl 1276.62031 Pourahmadi, Mohsen 48 2013 Cholesky decompositions and estimations of a covariance matrix: orthogonality of variance-correlation parameters. Zbl 1156.62043 Pourahmadi, Mohsen 40 2007 Baxter’s inequality and convergence of finite predictors of multivariate stochastic processes. Zbl 0792.60031 Cheng, R.; Pourahmadi, M. 26 1993 Dynamic conditionally linear mixed models for longitudinal data. Zbl 1209.62152 Pourahmadi, M.; Daniels, M. J. 23 2002 Estimation and interpolation of missing values of a stationary time series. Zbl 0686.62067 Pourahmadi, Mohsen 20 1989 Modeling covariance matrices via partial autocorrelations. Zbl 1175.62090 Daniels, M. J.; Pourahmadi, M. 19 2009 Wold decomposition, prediction and parameterization of stationary processes with infinite variance. Zbl 0631.60042 Miamee, A. G.; Pourahmadi, M. 17 1988 Simultaneous modelling of the Cholesky decomposition of several covariance matrices. Zbl 1107.62043 Pourahmadi, Mohsen; Daniels, Michael J.; Park, Trevor 17 2007 Taylor expansion of exp(\(\sum ^{\infty}_{k=0}a_ kz^ k)\) and some applications. Zbl 0555.30002 Pourahmadi, Mohsen 16 1984 Cholesky-GARCH models with applications to finance. Zbl 1252.91080 Dellaportas, Petros; Pourahmadi, Mohsen 16 2012 Multivariate \(t\) autoregressions: innovations, prediction variances and exact likelihood equations. Zbl 1051.62088 Tarami, B.; Pourahmadi, M. 15 2003 Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor. Zbl 1398.62133 Pourahmadi, Mohsen; Wang, Xiao 15 2015 Stationarity of the solution of \(X_ t=A_ tX_{t-1}+\epsilon _ t\) and analysis of non-Gaussian dependent random variables. Zbl 0669.62082 Pourahmadi, Mohsen 14 1988 Best approximations in \(L^ p(d\mu)\) and prediction problems of Szegö, Kolmogorov, Yaglom, and Nakazi. Zbl 0669.41018 Miamee, A. G.; Pourahmadi, Mohsen 13 1988 On stationarity of the solution of a doubly stochastic model. Zbl 0595.60041 Pourahmadi, Mohsen 11 1986 On the geometry of \(L^p(\mu)\) with applications to infinite variance processes. Zbl 1022.60039 Cheng, R.; Miamee, A. G.; Pourahmadi, M. 11 2003 A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction. Zbl 0583.62086 Pourahmadi, Mohsen 10 1985 Modelling structured correlation matrices. Zbl 1506.62305 Tsay, Ruey S.; Pourahmadi, Mohsen 10 2017 Regularity and minimality of infinite variance processes. Zbl 1015.60033 Cheng, R.; Miamee, A. G.; Pourahmadi, M. 10 2000 Prediction with incomplete past and interpolation of missing values. Zbl 0899.62121 Cheng, R.; Pourahmadi, M. 10 1997 Skew-normal ARMA models with nonlinear heteroscedastic predictors. Zbl 1315.62073 Pourahmadi, Mohsen 9 2007 Alternating projections and interpolation of stationary processes. Zbl 0765.60033 Pourahmadi, Mohsen 9 1992 Some extremal problems in \(L^{p}(w)\). Zbl 0903.60033 Cheng, R.; Miamee, A. G.; Pourahmadi, M. 9 1998 Regression models with time series errors. Zbl 0956.62082 Lin, T. C.; Pourahmadi, M.; Schick, A. 9 1999 Baxter’s inequality for finite predictor coefficients of multivariate long-memory stationary processes. Zbl 1422.60056 Inoue, Akihiko; Kasahara, Yukio; Pourahmadi, Mohsen 9 2018 Conditional characterizations of multivariate distributions. Zbl 0656.62056 Arnold, B. C.; Pourahmadi, M. 8 1988 Exact factorization of the spectral density and its application to forecasting and time series analysis. Zbl 0535.62076 Pourahmadi, Mohsen 8 1983 On the convergence of finite linear predictors of stationary processes. Zbl 0676.62070 Pourahmadi, Mohsen 8 1989 On minimality and interpolation of harmonizable stable processes. Zbl 0548.60042 Pourahmadi, Mohsen 7 1984 Remarks on extreme eigenvalues of Toeplitz matrices. Zbl 0638.47023 Pourahmadi, Mohsen 7 1988 Duals of random vectors and processes with applications to prediction problems with missing values. Zbl 1456.62226 Kasahara, Yukio; Pourahmadi, Mohsen; Inoue, Akihiko 7 2009 Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data. Zbl 1360.62271 Kohli, Priya; Garcia, Tanya P.; Pourahmadi, Mohsen 7 2016 On variable ordination of modified Cholesky decomposition for estimating time-varying covariance matrices. Zbl 1528.62026 Kang, Xiaoning; Deng, Xinwei; Tsui, Kam-Wah; Pourahmadi, Mohsen 7 2020 On subordination and linear transformation of harmonizable and periodically correlated processes. Zbl 0543.60045 Pourahmadi, M.; Salehi, H. 6 1984 Some prediction problems for stationary random fields with quarter-plane past. Zbl 1293.62119 Kohli, P.; Pourahmadi, M. 6 2014 Regularized multivariate regression models with skew-\(t\) error distributions. Zbl 1285.62073 Chen, Lianfu; Pourahmadi, Mohsen; Maadooliat, Mehdi 6 2014 A prediction problem in \(L^2 (w)\). Zbl 1121.60041 Pourahmadi, Mohsen; Inoue, Akihiko; Kasahara, Yukio 6 2007 Robust estimation of the correlation matrix of longitudinal data. Zbl 1322.62154 Maadooliat, Mehdi; Pourahmadi, Mohsen; Huang, Jianhua Z. 6 2013 Degenerate multivariate stationary processes: Basicity, past and future, and autoregressive representation. Zbl 0658.62113 Miamee, A. G.; Pourahmadi, Mohsen 5 1987 Nonparametric and nonlinear models and data mining in time series: A case-study on the Canadian lynx data. Zbl 0904.62103 Lin, T. C.; Pourahmadi, M. 5 1998 The intersection of past and future for multivariate stationary processes. Zbl 1338.60107 Inoue, Akihiko; Kasahara, Yukio; Pourahmadi, Mohsen 5 2016 Two prediction problems and extensions of a theorem of Szegö. Zbl 0824.60039 Pourahmadi, M. 5 1993 Stationary subspace analysis of nonstationary processes. Zbl 1392.62277 Sundararajan, Raanju Ragavendar; Pourahmadi, Mohsen 4 2018 Nonparametric change point detection in multivariate piecewise stationary time series. Zbl 1402.62211 Sundararajan, Raanju R.; Pourahmadi, Mohsen 4 2018 Bayesian estimation of correlation matrices of longitudinal data. Zbl 07807538 Ghosh, Riddhi Pratim; Mallick, Bani; Pourahmadi, Mohsen 4 2021 Rigidity for matrix-valued Hardy functions. Zbl 1354.46041 Kasahara, Yukio; Inoue, Akihiko; Pourahmadi, Mohsen 3 2016 On the mean convergence of the best linear interpolator of multivariate stationary stochastic processes. Zbl 0531.62080 Pourahmadi, Mohsen 3 1984 The Helson-Sarason-Szego theorem and the Abel summability of the series for the predictor. Zbl 0512.60026 Pourahmadi, Mohsen 3 1984 A cautionary note on generalized linear models for covariance of unbalanced longitudinal data. Zbl 1229.62096 Huang, Jianhua Z.; Chen, Min; Maadooliat, Mehdi; Pourahmadi, Mohsen 3 2012 Regressograms and mean-covariance models for incomplete longitudinal data. Zbl 07649003 Garcia, Tanya P.; Kohli, Priya; Pourahmadi, Mohsen 3 2012 Graphical diagnostics for modeling unstructured covariance matrices. Zbl 1217.62084 Pourahmadi, Mohsen 2 2002 An asymptotic theory for spectral analysis of random fields. Zbl 1383.62209 Deb, Soudeep; Pourahmadi, Mohsen; Wu, Wei Biao 2 2017 Two Cholesky-log-GARCH models for multivariate volatilities. Zbl 07258988 Pedeli, Xanthi; Fokianos, Konstantinos; Pourahmadi, Mohsen 2 2015 Estimation of the generalized prediction error variance of a multiple time series. Zbl 0871.62076 Mohanty, R.; Pourahmadi, M. 2 1996 A sampling theorem for multivariate stationary processes. Zbl 0509.60034 Pourahmadi, Mohsen 2 1983 Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing. Zbl 1466.62390 Sundararajan, Raanju R.; Pipiras, Vladas; Pourahmadi, Mohsen 2 2021 Computation of canonical correlation between past and future of a time series. Zbl 0767.62073 Pourahmadi, Mohsen; Miamee, A. G. 2 1992 Autoregressive representations of multivariate stationary stochastic processes. Zbl 0639.60045 Pourahmadi, Mohsen 1 1988 An alternative REML estimation of covariance matrices in linear mixed models. Zbl 1489.62227 Li, Erning; Pourahmadi, Mohsen 1 2013 Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes. Zbl 0663.62058 Pourahmadi, Moshen 1 1987 Time series graphical Lasso and sparse VAR estimation. Zbl 07584293 Dallakyan, Aramayis; Kim, Rakheon; Pourahmadi, Mohsen 1 2022 The mixing rate of a stationary multivariate process. Zbl 0776.60055 Cheng, R.; Pourahmadi, M. 1 1993 Positive-definite thresholding estimators of covariance matrices with zeros. Zbl 07723936 Kim, Rakheon; Pourahmadi, Mohsen; Garcia, Tanya P. 1 2023 Positive-definite thresholding estimators of covariance matrices with zeros. Zbl 07723936 Kim, Rakheon; Pourahmadi, Mohsen; Garcia, Tanya P. 1 2023 Time series graphical Lasso and sparse VAR estimation. Zbl 07584293 Dallakyan, Aramayis; Kim, Rakheon; Pourahmadi, Mohsen 1 2022 Bayesian estimation of correlation matrices of longitudinal data. Zbl 07807538 Ghosh, Riddhi Pratim; Mallick, Bani; Pourahmadi, Mohsen 4 2021 Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing. Zbl 1466.62390 Sundararajan, Raanju R.; Pipiras, Vladas; Pourahmadi, Mohsen 2 2021 On variable ordination of modified Cholesky decomposition for estimating time-varying covariance matrices. Zbl 1528.62026 Kang, Xiaoning; Deng, Xinwei; Tsui, Kam-Wah; Pourahmadi, Mohsen 7 2020 Baxter’s inequality for finite predictor coefficients of multivariate long-memory stationary processes. Zbl 1422.60056 Inoue, Akihiko; Kasahara, Yukio; Pourahmadi, Mohsen 9 2018 Stationary subspace analysis of nonstationary processes. Zbl 1392.62277 Sundararajan, Raanju Ragavendar; Pourahmadi, Mohsen 4 2018 Nonparametric change point detection in multivariate piecewise stationary time series. Zbl 1402.62211 Sundararajan, Raanju R.; Pourahmadi, Mohsen 4 2018 Modelling structured correlation matrices. Zbl 1506.62305 Tsay, Ruey S.; Pourahmadi, Mohsen 10 2017 An asymptotic theory for spectral analysis of random fields. Zbl 1383.62209 Deb, Soudeep; Pourahmadi, Mohsen; Wu, Wei Biao 2 2017 Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data. Zbl 1360.62271 Kohli, Priya; Garcia, Tanya P.; Pourahmadi, Mohsen 7 2016 The intersection of past and future for multivariate stationary processes. Zbl 1338.60107 Inoue, Akihiko; Kasahara, Yukio; Pourahmadi, Mohsen 5 2016 Rigidity for matrix-valued Hardy functions. Zbl 1354.46041 Kasahara, Yukio; Inoue, Akihiko; Pourahmadi, Mohsen 3 2016 Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor. Zbl 1398.62133 Pourahmadi, Mohsen; Wang, Xiao 15 2015 Two Cholesky-log-GARCH models for multivariate volatilities. Zbl 07258988 Pedeli, Xanthi; Fokianos, Konstantinos; Pourahmadi, Mohsen 2 2015 Some prediction problems for stationary random fields with quarter-plane past. Zbl 1293.62119 Kohli, P.; Pourahmadi, M. 6 2014 Regularized multivariate regression models with skew-\(t\) error distributions. Zbl 1285.62073 Chen, Lianfu; Pourahmadi, Mohsen; Maadooliat, Mehdi 6 2014 Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138 Fan, Jianqing; Liao, Yuan; Mincheva, Martina 238 2013 High-dimensional covariance estimation. Zbl 1276.62031 Pourahmadi, Mohsen 48 2013 Robust estimation of the correlation matrix of longitudinal data. Zbl 1322.62154 Maadooliat, Mehdi; Pourahmadi, Mohsen; Huang, Jianhua Z. 6 2013 An alternative REML estimation of covariance matrices in linear mixed models. Zbl 1489.62227 Li, Erning; Pourahmadi, Mohsen 1 2013 Cholesky-GARCH models with applications to finance. Zbl 1252.91080 Dellaportas, Petros; Pourahmadi, Mohsen 16 2012 A cautionary note on generalized linear models for covariance of unbalanced longitudinal data. Zbl 1229.62096 Huang, Jianhua Z.; Chen, Min; Maadooliat, Mehdi; Pourahmadi, Mohsen 3 2012 Regressograms and mean-covariance models for incomplete longitudinal data. Zbl 07649003 Garcia, Tanya P.; Kohli, Priya; Pourahmadi, Mohsen 3 2012 Covariance estimation: the GLM and regularization perspectives. Zbl 1246.62139 Pourahmadi, Mohsen 56 2011 Banding sample autocovariance matrices of stationary processes. Zbl 1176.62083 Wu, Wei Biao; Pourahmadi, Mohsen 61 2009 Modeling covariance matrices via partial autocorrelations. Zbl 1175.62090 Daniels, M. J.; Pourahmadi, M. 19 2009 Duals of random vectors and processes with applications to prediction problems with missing values. Zbl 1456.62226 Kasahara, Yukio; Pourahmadi, Mohsen; Inoue, Akihiko 7 2009 Cholesky decompositions and estimations of a covariance matrix: orthogonality of variance-correlation parameters. Zbl 1156.62043 Pourahmadi, Mohsen 40 2007 Simultaneous modelling of the Cholesky decomposition of several covariance matrices. Zbl 1107.62043 Pourahmadi, Mohsen; Daniels, Michael J.; Park, Trevor 17 2007 Skew-normal ARMA models with nonlinear heteroscedastic predictors. Zbl 1315.62073 Pourahmadi, Mohsen 9 2007 A prediction problem in \(L^2 (w)\). Zbl 1121.60041 Pourahmadi, Mohsen; Inoue, Akihiko; Kasahara, Yukio 6 2007 Covariance matrix selection and estimation via penalised normal likelihood. Zbl 1152.62346 Huang, Jianhua Z.; Liu, Naiping; Pourahmadi, Mohsen; Liu, Linxu 140 2006 Nonparametric estimation of large covariance matrices of longitudinal data. Zbl 1436.62347 Wu, Wei Biao; Pourahmadi, Mohsen 102 2003 Multivariate \(t\) autoregressions: innovations, prediction variances and exact likelihood equations. Zbl 1051.62088 Tarami, B.; Pourahmadi, M. 15 2003 On the geometry of \(L^p(\mu)\) with applications to infinite variance processes. Zbl 1022.60039 Cheng, R.; Miamee, A. G.; Pourahmadi, M. 11 2003 Bayesian analysis of covariance matrices and dynamic models for longitudinal data. Zbl 1036.62019 Daniels, Michael J.; Pourahmadi, Mohsen 59 2002 Dynamic conditionally linear mixed models for longitudinal data. Zbl 1209.62152 Pourahmadi, M.; Daniels, M. J. 23 2002 Graphical diagnostics for modeling unstructured covariance matrices. Zbl 1217.62084 Pourahmadi, Mohsen 2 2002 Foundations of time series analysis and prediction theory. Zbl 0982.62074 Pourahmadi, Mohsen 103 2001 Maximum likelihood estimation of generalized linear models for multivariate normal covariance matrix. Zbl 0954.62091 Pourahmadi, Mohsen 93 2000 Regularity and minimality of infinite variance processes. Zbl 1015.60033 Cheng, R.; Miamee, A. G.; Pourahmadi, M. 10 2000 Joint mean-covariance models with applications to longitudinal data: Unconstrained parameterisation. Zbl 0949.62066 Pourahmadi, Mohsen 201 1999 Regression models with time series errors. Zbl 0956.62082 Lin, T. C.; Pourahmadi, M.; Schick, A. 9 1999 Some extremal problems in \(L^{p}(w)\). Zbl 0903.60033 Cheng, R.; Miamee, A. G.; Pourahmadi, M. 9 1998 Nonparametric and nonlinear models and data mining in time series: A case-study on the Canadian lynx data. Zbl 0904.62103 Lin, T. C.; Pourahmadi, M. 5 1998 Prediction with incomplete past and interpolation of missing values. Zbl 0899.62121 Cheng, R.; Pourahmadi, M. 10 1997 Estimation of the generalized prediction error variance of a multiple time series. Zbl 0871.62076 Mohanty, R.; Pourahmadi, M. 2 1996 Baxter’s inequality and convergence of finite predictors of multivariate stochastic processes. Zbl 0792.60031 Cheng, R.; Pourahmadi, M. 26 1993 Two prediction problems and extensions of a theorem of Szegö. Zbl 0824.60039 Pourahmadi, M. 5 1993 The mixing rate of a stationary multivariate process. Zbl 0776.60055 Cheng, R.; Pourahmadi, M. 1 1993 Alternating projections and interpolation of stationary processes. Zbl 0765.60033 Pourahmadi, Mohsen 9 1992 Computation of canonical correlation between past and future of a time series. Zbl 0767.62073 Pourahmadi, Mohsen; Miamee, A. G. 2 1992 Estimation and interpolation of missing values of a stationary time series. Zbl 0686.62067 Pourahmadi, Mohsen 20 1989 On the convergence of finite linear predictors of stationary processes. Zbl 0676.62070 Pourahmadi, Mohsen 8 1989 Wold decomposition, prediction and parameterization of stationary processes with infinite variance. Zbl 0631.60042 Miamee, A. G.; Pourahmadi, M. 17 1988 Stationarity of the solution of \(X_ t=A_ tX_{t-1}+\epsilon _ t\) and analysis of non-Gaussian dependent random variables. Zbl 0669.62082 Pourahmadi, Mohsen 14 1988 Best approximations in \(L^ p(d\mu)\) and prediction problems of Szegö, Kolmogorov, Yaglom, and Nakazi. Zbl 0669.41018 Miamee, A. G.; Pourahmadi, Mohsen 13 1988 Conditional characterizations of multivariate distributions. Zbl 0656.62056 Arnold, B. C.; Pourahmadi, M. 8 1988 Remarks on extreme eigenvalues of Toeplitz matrices. Zbl 0638.47023 Pourahmadi, Mohsen 7 1988 Autoregressive representations of multivariate stationary stochastic processes. Zbl 0639.60045 Pourahmadi, Mohsen 1 1988 Degenerate multivariate stationary processes: Basicity, past and future, and autoregressive representation. Zbl 0658.62113 Miamee, A. G.; Pourahmadi, Mohsen 5 1987 Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes. Zbl 0663.62058 Pourahmadi, Moshen 1 1987 On stationarity of the solution of a doubly stochastic model. Zbl 0595.60041 Pourahmadi, Mohsen 11 1986 A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction. Zbl 0583.62086 Pourahmadi, Mohsen 10 1985 Taylor expansion of exp(\(\sum ^{\infty}_{k=0}a_ kz^ k)\) and some applications. Zbl 0555.30002 Pourahmadi, Mohsen 16 1984 On minimality and interpolation of harmonizable stable processes. Zbl 0548.60042 Pourahmadi, Mohsen 7 1984 On subordination and linear transformation of harmonizable and periodically correlated processes. Zbl 0543.60045 Pourahmadi, M.; Salehi, H. 6 1984 On the mean convergence of the best linear interpolator of multivariate stationary stochastic processes. Zbl 0531.62080 Pourahmadi, Mohsen 3 1984 The Helson-Sarason-Szego theorem and the Abel summability of the series for the predictor. Zbl 0512.60026 Pourahmadi, Mohsen 3 1984 Exact factorization of the spectral density and its application to forecasting and time series analysis. Zbl 0535.62076 Pourahmadi, Mohsen 8 1983 A sampling theorem for multivariate stationary processes. Zbl 0509.60034 Pourahmadi, Mohsen 2 1983 all cited Publications top 5 cited Publications all top 5 Cited by 1,395 Authors 36 Pourahmadi, Mohsen 15 Cheng, Raymond 15 Pan, Jianxin 14 Politis, Dimitris Nicolas 13 Daniels, Michael J. 13 Soltani, Ahmad Reza 12 Inoue, Akihiko 10 Lee, Keunbaik 9 Kasahara, Yukio 9 Paparoditis, Efstathios 8 Kang, Xiaoning 8 Khare, Kshitij 8 Nematollahi, A. R. 7 Cheng, Ray 6 Chen, Yu 6 Fan, Jianqing 6 Lesaffre, Emmanuel M. E. H. 6 McMurry, Timothy L. 6 Miamee, Abol G. 6 Rajaratnam, Bala 6 Sun, Dongchu 6 Tang, Manlai 6 Zhu, Zhongyi 5 Bickel, Peter John 5 Bingham, Nicholas Hugh 5 Bondon, Pascal 5 Cao, Xuan 5 Deng, Xinwei 5 Hamaz, Abdelghani 5 Holan, Scott H. 5 Klotz, Lutz Peter 5 Leng, Chenlei 5 Levina, Elizaveta 5 Li, Degui 5 Mallick, Bani K. 5 Ross, William T. 5 Rothman, Adam J. 5 Shishebor, Zohreh 5 Subba Rao, Suhasini 5 Tian, Maozai 5 Wesołowski, Jacek 5 Wu, Wei Biao 5 Zhang, WeiPing 4 Banerjee, Sayantan 4 Dette, Holger 4 Ghosh, Malay 4 Ginovyan, Mamikon S. 4 Guo, Chaohui 4 Hamedani, Gholamhossein G. 4 Huang, Jianhua Z. 4 Ing, Ching-Kang 4 Kottas, Athanasios 4 Kreiß, Jens-Peter 4 Lee, Kyoungjae 4 Liang, Wanfeng 4 Lv, Jing 4 Maadooliat, Mehdi 4 Mao, Jie 4 McElroy, Tucker S. 4 McNicholas, Paul D. 4 Meyer, Marco 4 Mohammadpour, Mehrnaz 4 Popović, Božidar V. 4 Serra-Capizzano, Stefano 4 Shen, Chungen 4 Tian, Yuzhu 4 Wang, Suojin 4 Xue, Liugen 4 Yang, Junho 4 You, Jinhong 4 Yuan, Ming 4 Zhang, Ting 4 Zhou, Harrison H. 4 Zou, Hui 3 Ahsanullah, Mohammad 3 Arellano-Valle, Reinaldo Boris 3 Babayan, Nikolay M. 3 Baladandayuthapani, Veerabhadran 3 Banerjee, Sudipto 3 Bello, Nora M. 3 Berger, James Orvis 3 Cai, Tianwen 3 Carroll, Raymond James 3 Chen, Jia 3 Chen, Songxi 3 Cribben, Ivor 3 Dellaportas, Petros 3 DeYoreo, Maria 3 Fokianos, Konstantinos 3 Garcia, Tanya P. 3 Ghosal, Subhashis 3 Jentsch, Carsten 3 Kapetanios, George 3 Kohli, Priya 3 Krampe, Jonas 3 Kwak, Min-Sun 3 Lam, Clifford 3 Leipus, Remigijus 3 Li, Rui 3 Lian, Heng ...and 1,295 more Authors all top 5 Cited in 177 Serials 56 Journal of Multivariate Analysis 50 Computational Statistics and Data Analysis 47 The Annals of Statistics 36 Communications in Statistics. Theory and Methods 32 Electronic Journal of Statistics 31 Journal of Time Series Analysis 30 Journal of Statistical Planning and Inference 27 Statistics & Probability Letters 24 Journal of Econometrics 18 Journal of the American Statistical Association 18 Communications in Statistics. Simulation and Computation 16 The Canadian Journal of Statistics 16 Biometrics 15 Computational Statistics 15 Journal of Statistical Computation and Simulation 15 The Annals of Applied Statistics 13 Journal of Applied Statistics 13 Journal of Computational and Graphical Statistics 12 Scandinavian Journal of Statistics 11 Journal of the Korean Statistical Society 11 Bayesian Analysis 9 Linear Algebra and its Applications 8 Bernoulli 8 Statistical Modelling 8 Statistics and Computing 7 Annals of the Institute of Statistical Mathematics 7 Biometrical Journal 7 Test 7 Journal of Nonparametric Statistics 6 Metrika 6 Probability Theory and Related Fields 6 Stat 5 Journal of Mathematical Analysis and Applications 5 Statistics 5 Machine Learning 5 Statistical Papers 5 Journal of Agricultural, Biological, and Environmental Statistics 4 Proceedings of the American Mathematical Society 4 Econometric Reviews 4 Stochastic Processes and their Applications 4 Journal of the Royal Statistical Society. Series B. Statistical Methodology 4 Applied Stochastic Models in Business and Industry 4 Probability Surveys 4 Wiley Interdisciplinary Reviews. WIREs Computational Statistics 4 Statistical Theory and Related Fields 3 The American Statistician 3 Inverse Problems 3 Periodica Mathematica Hungarica 3 Psychometrika 3 Numerical Functional Analysis and Optimization 3 Stochastic Analysis and Applications 3 Acta Mathematicae Applicatae Sinica. English Series 3 Statistical Science 3 Neural Computation 3 Theory of Probability and Mathematical Statistics 3 Statistica Sinica 3 Acta Mathematica Sinica. English Series 3 Econometric Theory 3 Advances in Data Analysis and Classification. ADAC 3 Science China. Mathematics 3 Sankhyā. Series B 3 Journal of the Japan Statistical Society. Japanese Issue 2 Advances in Applied Probability 2 Analysis Mathematica 2 Rocky Mountain Journal of Mathematics 2 Applied Mathematics and Computation 2 Econometrica 2 International Journal for Numerical Methods in Engineering 2 International Statistical Review 2 Journal of Applied Probability 2 Journal of Approximation Theory 2 Journal of Computational and Applied Mathematics 2 Kybernetika 2 Metron 2 Journal of Classification 2 European Journal of Operational Research 2 SIAM Journal on Scientific Computing 2 Mathematical Methods of Statistics 2 Mathematical Problems in Engineering 2 Optimization Methods & Software 2 Australian & New Zealand Journal of Statistics 2 Statistical Inference for Stochastic Processes 2 Quantitative Finance 2 Journal of Systems Science and Complexity 2 Hacettepe Journal of Mathematics and Statistics 2 Journal of Statistical Mechanics: Theory and Experiment 2 Journal of Statistical Theory and Practice 2 Journal of Business and Economic Statistics 2 Sankhyā. Series A 2 Communications in Mathematics and Statistics 2 Journal of the Operations Research Society of China 2 Japanese Journal of Statistics and Data Science 1 Bulletin of the Australian Mathematical Society 1 International Journal of Theoretical Physics 1 Journal d’Analyse Mathématique 1 Journal of Statistical Physics 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 Physica A 1 Physics Reports 1 Automatica ...and 77 more Serials all top 5 Cited in 33 Fields 752 Statistics (62-XX) 120 Probability theory and stochastic processes (60-XX) 96 Numerical analysis (65-XX) 39 Linear and multilinear algebra; matrix theory (15-XX) 27 Operations research, mathematical programming (90-XX) 26 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 22 Functional analysis (46-XX) 17 Combinatorics (05-XX) 16 Harmonic analysis on Euclidean spaces (42-XX) 16 Biology and other natural sciences (92-XX) 15 Computer science (68-XX) 13 Functions of a complex variable (30-XX) 10 Geophysics (86-XX) 10 Systems theory; control (93-XX) 8 Operator theory (47-XX) 4 Information and communication theory, circuits (94-XX) 3 Special functions (33-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Integral transforms, operational calculus (44-XX) 2 Algebraic geometry (14-XX) 2 Partial differential equations (35-XX) 2 Abstract harmonic analysis (43-XX) 2 Quantum theory (81-XX) 1 General and overarching topics; collections (00-XX) 1 Number theory (11-XX) 1 Commutative algebra (13-XX) 1 Ordinary differential equations (34-XX) 1 Sequences, series, summability (40-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Optics, electromagnetic theory (78-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year