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Mohsen Pourahmadi

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affiliation: Texas A&M University, Department of Statistics, USA

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Journal Articles

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2023
[j9]
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  - journals/jcgs/DallakyanP23
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  - https://dblp.org/rec/journals/jcgs/DallakyanP23
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]
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  - journals/ma/KimPG23
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Rakheon Kim, Mohsen Pourahmadi, Tanya P. Garcia:
Positive-definite thresholding estimators of covariance matrices with zeros. J. Multivar. Anal. 197: 105186 (2023)
2022
[j7]
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  - journals/csda/DallakyanKP22
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Aramayis Dallakyan, Rakheon Kim, Mohsen Pourahmadi:
Time series graphical lasso and sparse VAR estimation. Comput. Stat. Data Anal. 176: 107557 (2022)
2016
[j6]
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  - journals/ma/KohliGP16
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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]
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  - journals/ma/KohliP14
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Priya Kohli, Mohsen Pourahmadi:
Some prediction problems for stationary random fields with quarter-plane past. J. Multivar. Anal. 127: 112-125 (2014)
2013
[j4]
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  - journals/sac/MaadooliatPH13
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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]
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  - journals/sac/DellaportasP12
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Petros Dellaportas, Mohsen Pourahmadi:
Cholesky-GARCH models with applications to finance. Stat. Comput. 22(4): 849-855 (2012)
2009
[j2]
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  - journals/ma/DanielsP09
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Michael J. Daniels, Mohsen Pourahmadi:
Modeling covariance matrices via partial autocorrelations. J. Multivar. Anal. 100(10): 2352-2363 (2009)
2006
[j1]
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  - journals/cmpb/Al-RawwashP06
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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

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2021
[i2]
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  - journals/corr/abs-2107-01658
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Aramayis Dallakyan, Mohsen Pourahmadi:
Learning Bayesian Networks through Birkhoff Polytope: A Relaxation Method. CoRR abs/2107.01658 (2021)
2020
[i1]
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  - journals/corr/abs-2007-11168
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Aramayis Dallakyan, Mohsen Pourahmadi:
Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Longitudinal Data. CoRR abs/2007.11168 (2020)

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