| Joint mean-covariance models with applications to longitudinal data: Unconstrained parameterisation M Pourahmadi Biometrika 86 (3), 677-690, 1999 | 769 | 1999 |
| Covariance matrix selection and estimation via penalised normal likelihood JZ Huang, N Liu, M Pourahmadi, L Liu Biometrika 93 (1), 85-98, 2006 | 530 | 2006 |
| Foundations of time series analysis and prediction theory M Pourahmadi John Wiley & Sons, 2001 | 384 | 2001 |
| Nonparametric estimation of large covariance matrices of longitudinal data WB Wu, M Pourahmadi Biometrika 90 (4), 831-844, 2003 | 372 | 2003 |
| Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix M Pourahmadi Biometrika 87 (2), 425-435, 2000 | 345 | 2000 |
| High-dimensional covariance estimation: with high-dimensional data M Pourahmadi John Wiley & Sons, 2013 | 285 | 2013 |
| Parametric modelling of growth curve data: An overview DL Zimmerman, V Núñez-Antón, TG Gregoire, O Schabenberger, JD Hart, ... Test 10 (1), 1-73, 2001 | 265 | 2001 |
| Covariance estimation: The GLM and regularization perspectives M Pourahmadi | 253 | 2011 |
| Bayesian analysis of covariance matrices and dynamic models for longitudinal data MJ Daniels, M Pourahmadi Biometrika 89 (3), 553-566, 2002 | 218 | 2002 |
| Battle of the attack detection algorithms: Disclosing cyber attacks on water distribution networks R Taormina, S Galelli, NO Tippenhauer, E Salomons, A Ostfeld, ... Journal of Water Resources Planning and Management 144 (8), 04018048, 2018 | 183 | 2018 |
| Banding sample autocovariance matrices of stationary processes WB Wu, M Pourahmadi Statistica Sinica, 1755-1768, 2009 | 162 | 2009 |
| Cholesky decompositions and estimation of a covariance matrix: orthogonality of variance–correlation parameters M Pourahmadi Biometrika 94 (4), 1006-1013, 2007 | 122 | 2007 |
| Estimation and interpolation of missing values of a stationary time series M Pourahmadi Journal of Time Series Analysis 10 (2), 149-169, 1989 | 93 | 1989 |
| Simultaneous modelling of the Cholesky decomposition of several covariance matrices M Pourahmadi, MJ Daniels, T Park Journal of Multivariate Analysis 98 (3), 568-587, 2007 | 88 | 2007 |
| Dynamic conditionally linear mixed models for longitudinal data M Pourahmadi, MJ Daniels Biometrics 58 (1), 225-231, 2002 | 85 | 2002 |
| Modeling covariance matrices via partial autocorrelations MJ Daniels, M Pourahmadi Journal of Multivariate Analysis 100 (10), 2352-2363, 2009 | 71 | 2009 |
| Taylor expansion of and some applications M Pourahmadi The American Mathematical Monthly 91 (5), 303-307, 1984 | 71 | 1984 |
| On stationarity of the solution of a doubly stochastic model M Pourahmadi Journal of Time Series Analysis 7 (2), 123-131, 1986 | 66 | 1986 |
| Distribution of random correlation matrices: Hyperspherical parameterization of the Cholesky factor M Pourahmadi, X Wang Statistics & Probability Letters 106, 5-12, 2015 | 54 | 2015 |
| Cholesky-GARCH models with applications to finance P Dellaportas, M Pourahmadi Statistics and Computing 22, 849-855, 2012 | 54 | 2012 |
Michael DanielsDepartment of Statistics, University of FloridaVerified email at stat.ufl.edu
