Gaussian estimation and joint modeling of dispersions and correlations in longitudinal data. - Mohammad Al-Rawwash; Mohsen Pourahmadi (Comput. Methods Programs Biomed., 2006)

Modeling covariance matrices via partial autocorrelations. - Michael J. Daniels; Mohsen Pourahmadi (J. Multivar. Anal., 2009)

Cholesky-GARCH models with applications to finance. - Petros Dellaportas; Mohsen Pourahmadi (Stat. Comput., 2012)

Robust estimation of the correlation matrix of longitudinal data. - Mehdi Maadooliat; Mohsen Pourahmadi; Jianhua Z. Huang (Stat. Comput., 2013)

Some prediction problems for stationary random fields with quarter-plane past. - Priya Kohli; Mohsen Pourahmadi (J. Multivar. Anal., 2014)

Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data. - Priya Kohli; Tanya P. Garcia; Mohsen Pourahmadi (J. Multivar. Anal., 2016)

Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Longitudinal Data. - Aramayis Dallakyan; Mohsen Pourahmadi (CoRR, 2020)

Learning Bayesian Networks through Birkhoff Polytope: A Relaxation Method. - Aramayis Dallakyan; Mohsen Pourahmadi (CoRR, 2021)

Time series graphical lasso and sparse VAR estimation. - Aramayis Dallakyan; Rakheon Kim; Mohsen Pourahmadi (Comput. Stat. Data Anal., 2022)

Positive-definite thresholding estimators of covariance matrices with zeros. - Rakheon Kim; Mohsen Pourahmadi; Tanya P. Garcia (J. Multivar. Anal., 2023)

Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Replicated Time Series. - Aramayis Dallakyan; Mohsen Pourahmadi (J. Comput. Graph. Stat., 2023)