Dr Jiazhu Pan

Senior Lecturer

Mathematics and Statistics


Personal statement

Before I joined Department of Mathematics and Statistics, I had been working at Peking University and London School of Economics. My major research interests are Time Series Analysis, Financial Econometrics and Multivariate Analysis. My research outcomes have been published in the top journals in Statistics and Econometrics such as Biometrika, Journal of Econometrics and Econometric Theory. I have been invited to be a referee for Annals of Statistics, Biometrika, Econometric Theory, Econometrics Journal, Journal of Econometrics, Journal of the American Statistical Association, Journal of Multivariate Analysis. Science China Mathematics, Journal of Royal Statistical Society(Series B), Stochastic Processes and their Applications, and many other journals. I was one of session chairs of 7th World Congress in Probability and Statistics. I was one of keynote speakers for the session of financial time series in the world congress of computational statistics. 

During my post in China, I was the principal investigator of several projects supported by the national Natural Science Foundation of China (NSFC), and was awarded the second-rank prize of natural science by the Ministry of Education in China. I have been appointed as a reviewer for NSFC,EPSRC UK, Research Council Hong Kong and MATH AmSud Program 2015 France. I have a great number of long-time collaborators based in China, US and UK. Currently I am carrying out research on modelling high dimensional dynamic data and social networks with my PhD students. I also have joint research on Chemometrics with colleagues in Department of Pure and Applied Chemistry for a major H2020 project ModLife. 


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Geometric ergodicity and conditional self-weighted M-estimator of a GRCAR(p) model with heavy‐tailed errors
Li Xiaoyan, Pan Jiazhu, Song Anchao
Journal of Time Series Analysis Vol 44, pp. 418-436 (2023)
Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations
Pan Jiazhu, He Yali
Studies in Nonlinear Dynamics and Econometrics Vol 27, pp. 377-395 (2023)
On determination of the number of factors in an approximate factor model
Liu Jinshan, Pan Jiazhu, Xia Qiang, Xiao Li
Studies in Nonlinear Dynamics and Econometrics Vol 27, pp. 285-298 (2023)
Markov-switching Poisson generalized autoregressive conditional heteroscedastic models
Liu Jichun, Pan Yue, Pan Jiazhu, ALMARASHI Abdullah Maedh
Statistics and Its Interface Vol 16, pp. 531-544 (2023)
Neutrophil to lymphocyte ratio and in-hospital mortality among patients with SARSCoV-2 : a retrospective study
Al-Mazedi Maryam Salah, Rajan Rajesh, Al-Jarallah Mohammed, Dashti Raja, Al Saber Ahmad, Pan Jiazhu, Zhanna Kobalava D, Abdelnaby Hassan, Aboelhassan Wael, Almutairi Farah, Alotaibi Naser, Al Saleh Mohammad, AlNasrallah Noor, Al-Bader Bader, Malhas Haya, Ramadhan Maryam, A. Brady Peter, Al-Zakwani Ibrahim, Setiya Parul, Abdullah Mohammed, Alroomi Moudhi, Tse Gary
Annals of Medicine and Surgery Vol 82 (2022)
Correction to : Exploring the impact of air pollution on COVID-19 admitted cases
Alsaber Ahmad R, Setiya Parul, Al-Sultan Ahmad T, Pan Jiazhu
Japanese Journal of Statistics and Data Science Vol 5, pp. 719-720 (2022)

More publications

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Professional Activities

Journal of Time Series Analysis (Journal)
Peer reviewer
High Dimensional Threshold Network GARCH Model
Invited speaker
South China Agricultural University
Visiting researcher
Statistical Papers (Journal)
Peer reviewer
Australian & New Zealand Journal of Statistics (Journal)
Peer reviewer
Communications in Statistics – Theory and Methods (Journal)
Peer reviewer

More professional activities


Capital Normal University (CNU) - Articulation Programme in Mathematics and Statistics
Pan, Jiazhu (Principal Investigator)
Joint/External PhD Training Programme with SCAU
Pan, Jiazhu (Principal Investigator)
Sahin, Atakan (Researcher) Mishra, Puneet (Researcher) Nordon, Alison (Co-investigator) Morris, Anthony (Co-investigator) Pan, Jiazhu (Co-investigator)
ModLife is a strong European network consisting of 5 leading universities as academic partners and 4 major companies and 2 SMEs as industrial partners joining forces to realize the vision and the objectives of this initiative. The network represents in total 5 European countries. The network undertakes innovative and original research and offers scientific training in Model-based Optimization, Monitoring and Control as Enabling Technologies for process/product development and innovation in life science industries. ModLife provides unique multi-sectoral and multi-disciplinary research and training opportunities for a total of 15 ESRs with an equivalent of 540 months with background in chemistry, biology, physics, applied mathematics and statistics, optimization and control, chemical and process engineering. The interdisciplinary skills developed by the network are urgently required by the life science industrial sectors. It will also open new employment opportunities in virtually every sector of life science industries including healthcare, biotechnology, food production, etc.
01-Jan-2016 - 31-Jan-2019
System Risks In Information-Rich Environments: Monitoring For Safe And Cost-Effective Operation (Bridging The Gap) / RA4505
Pan, Jiazhu (Principal Investigator)
24-Jan-2009 - 30-Jan-2010
National Natural Science Foundation of China Project
Pan, Jiazhu (Principal Investigator) Mao, Xuerong (Co-investigator)
01-Jan-2009 - 31-Jan-2011

More projects

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Dr Jiazhu Pan
Senior Lecturer
Mathematics and Statistics

Email: jiazhu.pan@strath.ac.uk
Tel: 548 2853