
Dr Jiazhu Pan
Senior Lecturer
Mathematics and Statistics
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Publications
- Estimation of constrained factor models for high-dimensional time series
- Liu Yitian, Pan Jiazhu, Xia Qiang
- Journal of Forecasting (2025)
- https://doi.org/10.1002/for.3249
- Impact of economic growth and exchange rate volatility on FDI inflows : cointegration and causality tests for the BRICS countries
- Elian Mohammad I, Bani-Mustafa Ahmed, Sawalha Nabeel, Alsaber Ahmad R, Pan Jiazhu
- International Journal of Economics and Financial Issues Vol 15, pp. 42–54 (2024)
- https://doi.org/10.32479/ijefi.17311
- Threshold network GARCH model
- Pan Yue, Pan Jiazhu
- Journal of Time Series Analysis Vol 45, pp. 910–930 (2024)
- https://doi.org/10.1111/jtsa.12743
- 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)
- https://doi.org/10.1111/jtsa.12680
- 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)
- https://doi.org/10.1515/snde-2020-0055
- 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)
- https://doi.org/10.1515/snde-2020-0071
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Professional Activities
- Annals of Statistics (Journal)
- Peer reviewer
- 2/2/2025
- Yuan Feng
- Host
- 2/12/2024
- Modelling Dynamic Spatio-temporal Data with Network Structure
- Keynote speaker
- 22/11/2024
- Qiang Xia
- Host
- 6/8/2024
- Li Xiao
- Host
- 3/8/2024
- Communications in Statistics – Theory and Methods (Journal)
- Peer reviewer
- 7/7/2024
Projects
- Strath-SCAU Research on Analysis of High-Dimensional Data
- Pan, Jiazhu (Principal Investigator)
- This funding is generated from articulation programme with SCAU. It supports collaborative research on statistical analysis of high-dimensional data for researchers from both universities.
- 31-Jan-2024
- Articulation Programme with South China Agricultural University (SCAU)
- Pan, Jiazhu (Principal Investigator)
- 01-Jan-2024
- Capital Normal University (CNU) - Articulation Programme in Mathematics and Statistics
- Pan, Jiazhu (Principal Investigator)
- 05-Jan-2020
- Joint/External PhD Training Programme with SCAU
- Pan, Jiazhu (Principal Investigator)
- 01-Jan-2019
- ModLife
- 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
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Contact
Dr
Jiazhu
Pan
Senior Lecturer
Mathematics and Statistics
Email: jiazhu.pan@strath.ac.uk
Tel: 548 2853