The following pages link to Mohsen Pourahmadi (Q249612):
Displayed 50 items.
- Robust estimation of the correlation matrix of longitudinal data (Q139142) (← links)
- (Q189088) (redirect page) (← links)
- Rigidity for matrix-valued Hardy functions (Q255355) (← links)
- (Q449842) (redirect page) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- A cautionary note on generalized linear models for covariance of unbalanced longitudinal data (Q651076) (← links)
- On prediction of nonsynchronized multivariate processes (Q677568) (← links)
- The mixing rate of a stationary multivariate process (Q685740) (← links)
- Cholesky-GARCH models with applications to finance (Q693317) (← links)
- On the mean convergence of the best linear interpolator of multivariate stationary stochastic processes (Q788446) (← links)
- Simultaneous modelling of the Cholesky decomposition of several covariance matrices (Q873623) (← links)
- Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor (Q900522) (← links)
- Duals of random vectors and processes with applications to prediction problems with missing values (Q923870) (← links)
- Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
- A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction (Q1069253) (← links)
- Wold decomposition, prediction and parameterization of stationary processes with infinite variance (Q1094748) (← links)
- Remarks on extreme eigenvalues of Toeplitz matrices (Q1099386) (← links)
- Autoregressive representations of multivariate stationary stochastic processes (Q1099877) (← links)
- Conditional characterizations of multivariate distributions (Q1110216) (← links)
- Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes (Q1114263) (← links)
- On the convergence of finite linear predictors of stationary processes (Q1122914) (← links)
- On relations between prediction error covariance of univariate and multivariate processes (Q1210125) (← links)
- Baxter's inequality and convergence of finite predictors of multivariate stochastic processes (Q1326308) (← links)
- Prediction with incomplete past and interpolation of missing values (Q1380608) (← links)
- An asymptotic theory for spectral analysis of random fields (Q1684137) (← links)
- A sampling theorem for multivariate stationary processes (Q1838220) (← links)
- Two prediction problems and extensions of a theorem of Szegö (Q1891323) (← links)
- Canonical correlation and reduction of multiple time series (Q1895419) (← links)
- An alternative REML estimation of covariance matrices in linear mixed models (Q1950752) (← links)
- Bayesian estimation of constrained mean-covariance of normal distributions (Q2112272) (← links)
- Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing (Q2214252) (← links)
- Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes (Q2405218) (← links)
- Some prediction problems for stationary random fields with quarter-plane past (Q2443260) (← links)
- Regularized multivariate regression models with skew-\(t\) error distributions (Q2448807) (← links)
- Time series graphical Lasso and sparse VAR estimation (Q2674503) (← links)
- (Q2754859) (← links)
- The intersection of past and future for multivariate stationary processes (Q2790284) (← links)
- Nonparametric estimation of large covariance matrices of longitudinal data (Q2813898) (← links)
- (Q2906625) (← links)
- Dynamic Conditionally Linear Mixed Models for Longitudinal Data (Q3078930) (← links)
- Taylor Expansion of exp(∑ ∞ k = 0 a k z k ) and Some Applications (Q3218341) (← links)
- Exact factorization of the spectral density ann its application to wrf,castiilg and time series analysis (Q3319643) (← links)
- (Q3332012) (← links)
- On Minimality and Interpolation of Harmonizable Stable Processes (Q3339863) (← links)
- A prediction problem in $L^2 (w)$ (Q3420108) (← links)
- Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters (Q3606652) (← links)
- (Q3643299) (← links)
- The Helson-Sarason-Szego Theorem and the Abel Summability of the Series for the Predictor (Q3657135) (← links)
- Tables of cumulative distribution functions and percentiles of the standardized stable random variables (Q3677037) (← links)
- ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL (Q3727066) (← links)