Jiazhu Pan

Publication Activity (10 Years)

Years Active: 2006-2021
Publications (10 Years): 3

Top Topics

Autoregressive Moving Average

Multivariate Time Series

Monte Carlo Simulation

Top Venues

Commun. Stat. Simul. Comput.

Eur. J. Oper. Res.

Publications

Fayed Alshammri, Jiazhu Pan
Moving dynamic principal component analysis for non-stationary multivariate time series. Comput. Stat. 36 (3) (2021)
Rubing Liang, Qiang Xia, Jiazhu Pan, Jinshan Liu
Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach. Commun. Stat. Simul. Comput. 46 (2) (2017)
Jiazhu Pan, Qiang Xia, Jinshan Liu
Bayesian analysis of multiple thresholds autoregressive model. Comput. Stat. 32 (1) (2017)
Leilei Tang, Lyn C. Thomas, Mary Fletcher, Jiazhu Pan, Andrew Marshall
Assessing the impact of derived behavior information on customer attrition in the financial service industry. Eur. J. Oper. Res. 236 (2) (2014)
Jiazhu Pan, Wolfgang Polonik, Qiwei Yao
Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method. COMPSTAT (2010)
Wai-Cheung Ip, Heung Wong, Jiazhu Pan, D. F. Li
The asymptotic convexity of the negative likelihood function of GARCH models. Comput. Stat. Data Anal. 50 (2) (2006)