Mohsen Pourahmadi

Department of Statistics
Texas A&M University
3143 TAMU
College Station, TX 77843-3143
Phone :(979) 845-3164
Fax :(979) 845-3144
Web Page:



Research Interests

  • Prediction Theory and Time Series Analysis,
  • Analysis of Financial Data,
  • Multivariate Statistics  (Longitudinal Data, Panel Data , etc)
  • Data mining, Classification and Clustering,
  • Modeling Covariance Matrices.



·         High-Dimensional Covariance Estimation (Wiley, 2013)

·         Foundations of Time Series Analysis and Prediction Theory (Wiley, 2001)

o    For two recent reviews of the book on Foundations of Time Series Analysis and Prediction Theory, Wiley (2001), see J. Andel and E. Parzen.They provide information about its coverage and objectives. Some of the datasets used in the book are: the famous lynx data, the snotel series and snow series.

Recent Talks

Recent  Papers and Preprints