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Dr Jiazhu Pan


Mathematics and Statistics


A scalar dynamic conditional correlation model : structure and estimation
Wang Hui, Pan Jiazhu
Science China Mathematics, (2018)
Bayesian analysis of multiple thresholds autoregressive model
Pan Jiazhu, Xia Qiang, Liu Jinshan
Computational Statistics Vol 32, pp. 219–237, (2017)
Testing a linear ARMA Model against threshold-ARMA models : a Bayesian approach
Liang Rubing, Xia Qiang, Pan Jiazhu, Liu Jinshan
Communications in Statistics - Simulation and Computation Vol 46, pp. 1302-1317, (2017)
Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models
Wang Hui, Pan Jiazhu
Statistics and Probability Letters Vol 91, pp. 117–123, (2014)
Assessing the impact of derived behaviour information on customer attrition in the financial service industry
Tang Leilei, Thomas Lyn, Fletcher Mary H, Pan Jiazhu, Marshall Andrew
European Journal of Operational Research Vol 236, pp. 624-633, (2014)
Restricted normal mixture QMLE for non-stationary TGARCH(1, 1) models
Wang Hui, Pan Jiazhu
Science China Mathematics Vol 57, pp. 1341–1360, (2014)

more publications

Professional activities

School of Mathematical Sciences, Capital Normal University, Beijing 100048, China
Visiting researcher
Symposium on implementation of articulation programme between Strathclyde and SCAU
Royal Statistical Society Conference 2017
Factor Models in Finance
Invited speaker
Regime-Switching Models for Discrete Valued Time Series
Invited speaker
School of Mathematical Science, Nankai University, Tianjin, China.
Visiting lecturer

more professional activities


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.
Period 01-Jan-2016 - 31-Dec-2019
Robertson, Charles (Principal Investigator) Pan, Jiazhu (Co-investigator) Lynch, Barry (Research Co-investigator)
Statistical methods for the analysis of multiply linked time series with application to weekly and daily electronic surveillance systems at Health Protection Scotland (HPS)
Period 01-Oct-2011 - 01-Apr-2015
Institutional Sponsorship 2015 - University of Strathclyde / RA9203
Pan, Jiazhu (Principal Investigator)
Period 01-Jun-2015 - 31-Mar-2016
Time Series Analysis in Psychology (Bridging the Gap)
Pan, Jiazhu (Academic)
Period 01-Oct-2012 - 30-Mar-2013
System Risks In Information-Rich Environments: Monitoring For Safe And Cost-Effective Operation (Bridging The Gap) / RA4505
Pan, Jiazhu (Principal Investigator)
Period 24-Nov-2009 - 30-Apr-2010
National Natural Science Foundation of China Project
Mao, Xuerong (Principal Investigator) Pan, Jiazhu (Co-investigator)
Period 01-Jan-2009 - 31-May-2011

more projects


Mathematics and Statistics
Livingstone Tower

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