Mohsen Pourahmadi

According to our database, Mohsen Pourahmadi authored at least 11 papers between 2006 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Replicated Time Series.

Aramayis Dallakyan, Mohsen Pourahmadi

J. Comput. Graph. Stat., January, 2023

Positive-definite thresholding estimators of covariance matrices with zeros.

Rakheon Kim, Mohsen Pourahmadi, Tanya P. Garcia

J. Multivar. Anal., 2023

2022

Time series graphical lasso and sparse VAR estimation.

Aramayis Dallakyan, Rakheon Kim, Mohsen Pourahmadi

Comput. Stat. Data Anal., 2022

2021

Learning Bayesian Networks through Birkhoff Polytope: A Relaxation Method.

Aramayis Dallakyan, Mohsen Pourahmadi

CoRR, 2021

2020

Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Longitudinal Data.

Aramayis Dallakyan, Mohsen Pourahmadi

CoRR, 2020

2016

Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data.

Priya Kohli, Tanya P. Garcia, Mohsen Pourahmadi

J. Multivar. Anal., 2016

2014

Some prediction problems for stationary random fields with quarter-plane past.

Priya Kohli, Mohsen Pourahmadi

J. Multivar. Anal., 2014

2013

Robust estimation of the correlation matrix of longitudinal data.

Mehdi Maadooliat, Mohsen Pourahmadi, Jianhua Z. Huang

Stat. Comput., 2013

2012

Cholesky-GARCH models with applications to finance.

Petros Dellaportas, Mohsen Pourahmadi

Stat. Comput., 2012

2009

Modeling covariance matrices via partial autocorrelations.

Michael J. Daniels, Mohsen Pourahmadi

J. Multivar. Anal., 2009

2006

Gaussian estimation and joint modeling of dispersions and correlations in longitudinal data.

Mohammad Al-Rawwash, Mohsen Pourahmadi

Comput. Methods Programs Biomed., 2006