Jiazhu Pan

According to our database, Jiazhu Pan authored at least 6 papers between 2006 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Moving dynamic principal component analysis for non-stationary multivariate time series.

Fayed Alshammri, Jiazhu Pan

Comput. Stat., 2021

2017

Bayesian analysis of multiple thresholds autoregressive model.

Jiazhu Pan, Qiang Xia, Jinshan Liu

Comput. Stat., 2017

Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach.

Rubing Liang, Qiang Xia, Jiazhu Pan, Jinshan Liu

Commun. Stat. Simul. Comput., 2017

2014

Assessing the impact of derived behavior information on customer attrition in the financial service industry.

Leilei Tang, Lyn C. Thomas, Mary Fletcher, Jiazhu Pan, Andrew Marshall

Eur. J. Oper. Res., 2014

2010

Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method.

Jiazhu Pan, Wolfgang Polonik, Qiwei Yao

Proceedings of the 19th International Conference on Computational Statistics, 2010

2006

The asymptotic convexity of the negative likelihood function of GARCH models.

Wai-Cheung Ip, Heung Wong, Jiazhu Pan, D. F. Li

Comput. Stat. Data Anal., 2006