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2020 – today
- 2021
[j5]Fayed Alshammri
, Jiazhu Pan:
Moving dynamic principal component analysis for non-stationary multivariate time series. Comput. Stat. 36(3): 2247-2287 (2021)
2010 – 2019
- 2017
- [j4]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): 1302-1317 (2017) - [j3]Jiazhu Pan, Qiang Xia, Jinshan Liu:
Bayesian analysis of multiple thresholds autoregressive model. Comput. Stat. 32(1): 219-237 (2017) - 2014
- [j2]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): 624-633 (2014) - 2010
- [c1]Jiazhu Pan, Wolfgang Polonik, Qiwei Yao:
Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method. COMPSTAT 2010: 305-314
2000 – 2009
- 2006
- [j1]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): 311-331 (2006)
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