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6. Covariance Estimation: The GLM and Regularization Perspectives. Stat. Sciences, (2011), 26, 369-387.
7.(with M.Maddooliat and J.Z.Huang) Robust estimation of the correlation matrix of longitudinal data. Statistics and Computing, (2011), 23, 1-12.
8.(with P.Dellaportas) The Cholesky-GARCH models with application to finance. Statistics and Computing, (2012), 22, 849-855.
9.(with P.Kohli and T.Garcia) Regressograms and mean-covariance models for incomplete longitudinal data. The American Statistician, (2012), 66, 85-91.
10.(with J.Huang, M.Chen and M.Maadooliat) A cautionary note on generalized linear models for covariance of unbalanced longitudinal data. Journal of Statistical Planning and Inference, (2012), 142, 743-751.
11.(with F.Ye, T.Garcia and D.Ford) Extension of a Negative Binomial GARCH Model:Analyzing the Effects of Gasoline Price and VMT on DUI Fatal Crashes in Texas. Journal of Transportation Research, (2012), 2279, 31-39.
12.(with L.Chen and M.Madooliat) Regularization of Multivariate Regression Models with Skew Errors. Journal of Statistical Inference and Planning, (2014), 125-139.
13.(with P.Kohli) Some Prediction Problems for Stationary Random Fields with Quarter-Plane Past. Journal of Multivariate Analysis, (2014), 112-125.
14.(with P.Kohli and T.Garcia) Linear models for Cholesky factors of Covariance matrices of Multivariate longitudinal data, submitted.
15.(with A.Inoue and Y.Kasahara) The intersection of past and future for multivariate stationary processes,submitted.