1. Pourahmadi, M.,Daniels, M. and Park, T.(2007). Simultaneous Modelling of the Cholesky Decomposition of Several Covariance Matrices. Journal of Multivariate Analysis, 98, 568-587.
2. Huang, J., Liu, N. Pourahmadi, M. and Liu, X. (2006). Covariance selection and estimation via penalised normal likelihood. Biometrika, 93, 85-98.
3. Pourahmadi, M. (2007). Cholesky Decompositions and Estimation of a Multivariate Normal Covariance Matrix: Parameter Orthogonality . Biometrika, 94, 1006-1003.
4. Pourahmadi, M.(2007). Skew-Normal Time Series Models with Nonlinear Heteroscedastic Predictors. Special Issue of Communication in Statistics, Theory and Method, 36, 1803-1819..
5. Pourahmadi, M., Inoue, A. and Kasahara, Y.(2007). A Prediction Problem in L2(w). Proceedings of Amer. Math Soc.135, 1233-1239.
6. An Extensive Review of Covariance Estimation: The GLM and Regularization Perspectives.
7. A joint work with Petros Dellaportas using the modified Cholesky decomposition or contemporaneos ARMA models to parsimoniously parametrize high-dimensional volatility matrices arising in finance.
8. An expository and review paper on skew-normal distributions.( Correction of a typo.)
9. Pourahmadi, M., Kasahara , Y. and Inoue, A. (2009). Duals of random vectors and processes with applications to prediction problems with missing values.
Statistics and Probability Letters, 79, 1637-1646.10. Wu, W.B. , Pourahmadi, M. (2009). Prediction of stationary processes using banded covariance matrices.
Statistica Sinica, 19, 1755-1764.11. Daniels, M.J., Pourahmadi, M. (2009). Modeling covariance matrices via partial correlations.
Journal of Multivariate Analysis, 100, 2352-236312. Garcia, T., Kohli, P. and Pourahmadi, M. (2010). Modeling correlation in incomplete longitudinal data: the case of fruit fly mortality data.