Sundararajan, Raanju R.; Pourahmadi, Mohsen Nonparametric change point detection in multivariate piecewise stationary time series. (English) Zbl 1402.62211 J. Nonparametric Stat. 30, No. 4, 926-956 (2018). MSC: 62M10 62M15 62G05 PDFBibTeX XMLCite \textit{R. R. Sundararajan} and \textit{M. Pourahmadi}, J. Nonparametric Stat. 30, No. 4, 926--956 (2018; Zbl 1402.62211) Full Text: DOI
Kohli, P.; Pourahmadi, M. Some prediction problems for stationary random fields with quarter-plane past. (English) Zbl 1293.62119 J. Multivariate Anal. 127, 112-125 (2014). MSC: 62H11 62-02 60G60 PDFBibTeX XMLCite \textit{P. Kohli} and \textit{M. Pourahmadi}, J. Multivariate Anal. 127, 112--125 (2014; Zbl 1293.62119) Full Text: DOI
Kasahara, Yukio; Pourahmadi, Mohsen; Inoue, Akihiko Duals of random vectors and processes with applications to prediction problems with missing values. (English) Zbl 1456.62226 Stat. Probab. Lett. 79, No. 14, 1637-1646 (2009). MSC: 62M20 62D10 60G10 60G25 PDFBibTeX XMLCite \textit{Y. Kasahara} et al., Stat. Probab. Lett. 79, No. 14, 1637--1646 (2009; Zbl 1456.62226) Full Text: DOI arXiv
Pourahmadi, Mohsen; Inoue, Akihiko; Kasahara, Yukio A prediction problem in \(L^2 (w)\). (English) Zbl 1121.60041 Proc. Am. Math. Soc. 135, No. 4, 1233-1239 (2007). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G25 62M20 93E10 PDFBibTeX XMLCite \textit{M. Pourahmadi} et al., Proc. Am. Math. Soc. 135, No. 4, 1233--1239 (2007; Zbl 1121.60041) Full Text: DOI
Miamee, A. G.; Pourahmadi, M. Wold decomposition, prediction and parameterization of stationary processes with infinite variance. (English) Zbl 0631.60042 Probab. Theory Relat. Fields 79, No. 1, 145-164 (1988). MSC: 60G10 62M15 PDFBibTeX XMLCite \textit{A. G. Miamee} and \textit{M. Pourahmadi}, Probab. Theory Relat. Fields 79, No. 1, 145--164 (1988; Zbl 0631.60042) Full Text: DOI