Jiazhu Pan, Ph. D.
Affiliations: | Mathematics | Peking University, Beijing, Beijing Shi, China | |
| 2007- | Mathematics And Statistics | Strathclyde University |
Website:
https://pureportal.strath.ac.uk/en/persons/jiazhu-panGoogle:
"Jiazhu Pan"
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Publications
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| Wang H, Pan J. (2018) A scalar dynamic conditional correlation model: Structure and estimation Science China Mathematics. 61: 1881-1906 |
| Liang R, Xia Q, Pan J, et al. (2016) Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach Communications in Statistics - Simulation and Computation. 46: 1302-1317 |
| Pan J, Xia Q, Liu J. (2016) Bayesian analysis of multiple thresholds autoregressive model Computational Statistics. 32: 219-237 |
| Wang H, Pan J. (2014) Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models Statistics & Probability Letters. 91: 117-123 |
| Wang H, Pan JZ. (2014) Restricted normal mixture QMLE for non-stationary TGARCH(1, 1) models Science China Mathematics. 57: 1341-1360 |
| Xia Q, Liu J, Pan J, et al. (2012) Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs Communications in Statistics - Theory and Methods. 41: 1089-1104 |
| Xia Q, Pan J, Zhang Z, et al. (2010) A Bayesian nonlinearity test for threshold moving average models Journal of Time Series Analysis. 31: 329-336 |
| Szpruch L, Mao X, Higham DJ, et al. (2010) Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model Bit Numerical Mathematics. 51: 405-425 |
| Li Q, Pan J, Yao Q. (2009) On determination of cointegration ranks Statistics and Its Interface. 2: 45-56 |
| Li Q, Pan J. (2009) Determining the number of factors in a multivariate error correction-volatility factor model Econometrics Journal. 12: 45-61 |