Pourahmadi, Mohsen - Department of Mathematical Sciences, Northern Illinois University

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Pourahmadi, Mohsen - Department of Mathematical Sciences, Northern Illinois University

Simultaneous Modelling of the Cholesky Decomposition of Several Covariance Matrices
Generalized Linear Models For Covariances : Curses of Dimensionality and PD-ness
GLM For Covariance Matrices: From A Long Series To Many Short Series
Generalized Linear Models For The Covariance Matrix of Longitudinal Data
Simultaneous Modelling of Covariance Matrices: GLM, Bayesian and Nonparametric Perspectives
Large Time-Varying Correlation Matrices with Applications to Finance
Construction of Skew-Normal Random Variables: Are They Linear Combinations of Normal and Half-Normal?
Skew-Normal Time Series Models With Nonlinear Heteroscedastic Predictors Mohsen Pourahmadi