Mohsen Pourahmadi

11 papers Journal 11
YearRankTypeTitle / Venue / Authors
2023 J jnl
Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Replicated Time Series.
J. Comput. Graph. Stat.
Aramayis Dallakyan, Mohsen Pourahmadi
2023 J jnl
Positive-definite thresholding estimators of covariance matrices with zeros.
J. Multivar. Anal.
Rakheon Kim, Mohsen Pourahmadi, Tanya P. Garcia
2022 J jnl
Time series graphical lasso and sparse VAR estimation.
Comput. Stat. Data Anal.
Aramayis Dallakyan, Rakheon Kim, Mohsen Pourahmadi
2021 J jnl
Learning Bayesian Networks through Birkhoff Polytope: A Relaxation Method.
CoRR
Aramayis Dallakyan, Mohsen Pourahmadi
2020 J jnl
Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Longitudinal Data.
CoRR
Aramayis Dallakyan, Mohsen Pourahmadi
2016 J jnl
Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data.
J. Multivar. Anal.
Priya Kohli, Tanya P. Garcia, Mohsen Pourahmadi
2014 J jnl
Some prediction problems for stationary random fields with quarter-plane past.
J. Multivar. Anal.
Priya Kohli, Mohsen Pourahmadi
2013 J jnl
Robust estimation of the correlation matrix of longitudinal data.
Stat. Comput.
Mehdi Maadooliat, Mohsen Pourahmadi, Jianhua Z. Huang
2012 J jnl
Cholesky-GARCH models with applications to finance.
Stat. Comput.
Petros Dellaportas, Mohsen Pourahmadi
2009 J jnl
Modeling covariance matrices via partial autocorrelations.
J. Multivar. Anal.
Michael J. Daniels, Mohsen Pourahmadi
2006 J jnl
Gaussian estimation and joint modeling of dispersions and correlations in longitudinal data.
Comput. Methods Programs Biomed.
Mohammad Al-Rawwash, Mohsen Pourahmadi