(with S. Deb and Wei Biao Wu) An asymptotic theory for spectral analysis of random fields, Electronic Journal of Statistics (2017), 11, 4297-4322.

(with R. Sundararajan and M.A. Palma) (2017) Reducing brain signal noise in the prediction of economic choices: A a case study in neuroeconomics, Frontiers in Neuroscience.

(with R. Sundararajan) Stationary subspace analysis of nonstationary processes, Journal of Time Series Analysis, (2018), 39, 338-355.

(with Y. Kasahara and A. Inoue) Baxter's inequality and finite predictor coefficients for long-memory multivariate stationary processes, Bernoulli Journal 24(2018), 1202-1232.

(with R. Tsay) Modeling structured correlation matrices, Biometrika (2017), 104, 237-242.

(with A.Inoue and Y.Kasahara) The intersection of past and future for multivariate stationary processes, PAMS, 144 (2016) 1779-1786.

(with Y. Kasahara and A. Inoue) Rigidity for matrix-valued Hardy functions, Integral Equations and Operator Theory, 88 (2016), 289-300.

(with S. Noorbaloochi) Multivariate time series analysis of neuroscience data: Some challenges and opportunities. Opinion in Neurobiology, 37, April 2016, 12-15.

Pourahmadi,  M. (2007). Cholesky Decompositions and Estimation of a Multivariate Normal Covariance Matrix:  Parameter Orthogonality. Biometrika, 94, 1006-1003.

Huang, J., Liu, N. Pourahmadi, M. and Liu, X. (2006). Covariance selection and estimation via penalised normal likelihood. Biometrika, 93, 85-98.