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Mohsen Pourahmadi

Affiliations: 
Northern Illinois University, DeKalb, IL, United States 
Area:
Statistics, Mathematics
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Mohammad Y. Al-Rawwash grad student 2001 Northern Illinois University

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Kang X, Deng X, Tsui K, et al. (2019) On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices International Statistical Review
Sundararajan RR, Pourahmadi M. (2018) Stationary subspace analysis of nonstationary processes Journal of Time Series Analysis. 39: 338-355
Sundararajan RR, Pourahmadi M. (2018) Nonparametric change point detection in multivariate piecewise stationary time series Journal of Nonparametric Statistics. 30: 926-956
Binder KE, Pourahmadi M, Mjelde JW. (2018) The role of temporal dependence in factor selection and forecasting oil prices Empirical Economics. 58: 1185-1223
Tsay RS, Pourahmadi M. (2017) Modelling structured correlation matrices Biometrika. 104: 237-242
Pourahmadi M, Noorbaloochi S. (2016) Multivariate time series analysis of neuroscience data: some challenges and opportunities. Current Opinion in Neurobiology. 37: 12-15
Kohli P, Garcia TP, Pourahmadi M. (2016) Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data Journal of Multivariate Analysis. 145: 87-100
Kasahara Y, Inoue A, Pourahmadi M. (2016) Rigidity for Matrix-Valued Hardy Functions Integral Equations and Operator Theory. 84: 289-300
Pedeli X, Fokianos K, Pourahmadi M. (2015) Two Cholesky-log-GARCH models for multivariate volatilities Statistical Modelling. 15: 233-255
Pourahmadi M, Wang X. (2015) Distribution of random correlation matrices: Hyperspherical parameterization of the Cholesky factor Statistics and Probability Letters. 106: 5-12
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