Jiazhu Pan: search on Z-Library

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1

A scalar dynamic conditional correlation model: Structure and estimation

Wang, Hui, Pan, Jiazhu

Journal:

Science China Mathematics

Year:

2018

Language:

english

File:

PDF, 370 KB

english, 2018

2

Generalized principal component analysis for moderately non-stationary vector time series

Alshammri, Fayed, Pan, Jiazhu

Journal:

Journal of Statistical Planning and Inference

Year:

2021

File:

PDF, 7.91 MB

2021

3

Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model

Lukasz Szpruch, Xuerong Mao, Desmond J. Higham, Jiazhu Pan

Journal:

BIT Numerical Mathematics

Year:

2011

Language:

english

File:

PDF, 647 KB

english, 2011

4

Estimation and tests for power-transformed and threshold GARCH models

Jiazhu Pan, Hui Wang, Howell Tong

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 421 KB

english, 2008

5

Asymptotic Expansions of Estimators for the Tail Index with Applications

Shihong Cheng, Jiazhu Pan

Journal:

Scandinavian Journal of Statistics

Year:

1998

Language:

english

File:

PDF, 219 KB

english, 1998

6

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

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

Journal:

European Journal of Operational Research

Year:

2014

Language:

english

File:

PDF, 506 KB

english, 2014

7

Weighted Least Absolute Deviations Estimation for ARMA Models with Infinite Variance

Jiazhu Pan, Hui Wang and Qiwei Yao

Journal:

Econometric Theory

Year:

2007

Language:

english

File:

PDF, 1.81 MB

english, 2007

8

Bayesian analysis of multiple thresholds autoregressive model

Pan, Jiazhu, Xia, Qiang, Liu, Jinshan

Journal:

Computational Statistics

Year:

2017

Language:

english

File:

PDF, 1.05 MB

english, 2017

9

Band alignment of HfO2/multilayer MoS2 interface determined by x-ray photoelectron spectroscopy: Effect of CHF3 treatment

Liu, Xinke, He, Jiazhu, Liu, Qiang, Tang, Dan, Jia, Fang, Wen, Jiao, Lu, Youming, Yu, Wenjie, Zhu, Deliang, Liu, Wenjun, Cao, Peijiang, Han, Sun, Pan, Jisheng, He, Zhubing, Ang, Kah-Wee

Journal:

Applied Physics Letters

Year:

2015

Language:

english

File:

PDF, 1.47 MB

english, 2015

10

Asymptotic expansion for distribution function of moment estimator for the extreme-value index

Jiazhu Pan, Shihong Cheng

Journal:

Science China Mathematics

Year:

2000

Language:

english

File:

PDF, 457 KB

english, 2000

11

Band alignment of atomic layer deposited high-k Al2O3/multilayer MoS2 interface determined by x-ray photoelectron spectroscopy

Liu, Xinke, He, Jiazhu, Tang, Dan, Liu, Qiang, Wen, Jiao, Yu, Wenjie, Lu, Youming, Zhu, Deliang, Liu, Wenjun, Cao, Peijiang, Han, Sun, Pan, Jisheng, Liu, Wenjun, Ang, Kah Wee, He, Zhubing

Journal:

Journal of Alloys and Compounds

Year:

2015

Language:

english

File:

PDF, 913 KB

english, 2015

12

ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS

Linton, Oliver, Pan, Jiazhu, Wang, Hui

Journal:

Econometric Theory

Year:

2010

Language:

english

File:

PDF, 225 KB

english, 2010

13

Determining the number of factors in a multivariate error correction—volatility factor model

Qiaoling Li and Jiazhu Pan

Journal:

The Econometrics Journal

Year:

2009

Language:

english

File:

PDF, 1.34 MB

english, 2009

14

Determining the number of factors in a multivariate error correction–volatility factor model

Qiaoling Li, Jiazhu Pan

Journal:

The Econometrics Journal

Year:

2009

Language:

english

File:

PDF, 277 KB

english, 2009

15

A Bayesian nonlinearity test for threshold moving average models

Qiang Xia, Jiazhu Pan, Zhiqiang Zhang, Jinshan Liu

Journal:

Journal of Time Series Analysis

Year:

2010

Language:

english

File:

PDF, 865 KB

english, 2010

16

Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs

Xia, Qiang, Liu, Jinshan, Pan, Jiazhu, Liang, Rubing

Journal:

Communication in Statistics- Theory and Methods

Year:

2012

Language:

english

File:

PDF, 923 KB

english, 2012

17

How does innovation’s tail risk determine marginal tail risk of a stationary financial time series?

Jiazhu Pan, Bosco W. T. Yu, W. K. Pang

Journal:

Science China Mathematics

Year:

2004

Language:

english

File:

PDF, 228 KB

english, 2004

18

Asymptotic expansions for the distribution functions of Pickands-type estimators

Jiazhu Pan, Shihong Cheng

Journal:

Science China Mathematics

Year:

1998

Language:

english

File:

PDF, 570 KB

english, 1998

19

Tail dependence of random variables from ARCH and heavy-tailed bilinear models

Journal:

Science China Mathematics

Year:

2002

Language:

english

File:

PDF, 206 KB

english, 2002

20

Regioselective reactions of methyl pyropheophorbide a with formaldehyde based on hydroxymethylation

Liu, Yang, Wu, Huiqiang, Zhang, Xiao, Pan, Qiang, Wang, Xiangmin, Peng, Wei, Yin, Jungang, Li, Guizhi, Li, Jiazhu, Wang, Jinjun

Journal:

Chemical Papers

Year:

2018

Language:

english

File:

PDF, 922 KB

english, 2018

21

P223âInfluence of ambient air pollution on RA disease activity scores

Alsaber, Ahmad R, Pan, Jiazhu, Al-Herz, Adeeba, Alkandary, Dhary S, Al-Hurban, Adeeba, Setiya, Parul, Group, KRRD RA Study

Journal:

Year:

2020

File:

PDF, 76 KB

2020

22

Stationary solution and parametric estimation for bilinear model driven by ARCH noises

Pan Jiazhu, Li Guodong, Xie Zhongjie

Journal:

Science China Mathematics

Year:

2002

Language:

english

File:

PDF, 297 KB

english, 2002

23

Asymptotic Expansions of Estimators for the Tail Index with Applications

Shihong Cheng and Jiazhu Pan

Journal:

Scandinavian Journal of Statistics

Year:

1998

Language:

english

File:

PDF, 878 KB

english, 1998

24

Modelling Multiple Time Series via Common Factors

Jiazhu Pan and Qiwei Yao

Journal:

Year:

2008

Language:

english

File:

PDF, 1.23 MB

english, 2008

25

Testing a Linear ARMA Model against Threshold-ARMA Models: a Bayesian Approach

Liang, Rubing, Xia, Qiang, Pan, Jiazhu, Liu, Jinshan

Journal:

Communications in Statistics - Simulation and Computation

Year:

2015

Language:

english

File:

PDF, 312 KB

english, 2015

26

WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE

Pan, Jiazhu, Wang, Hui, Yao, Qiwei

Journal:

Econometric Theory

Year:

2007

Language:

english

File:

PDF, 450 KB

english, 2007

27

Influence of Ambient Air Pollution on Rheumatoid Arthritis Disease Activity Score Index

Alsaber, Ahmad, Pan, Jiazhu, Al-Herz, Adeeba, Alkandary, Dhary, Al-Hurban, Adeeba, Setiya, Parul, on behalf of the KRRD Group,

Journal:

International Journal of Environmental Research and Public Health

Year:

2020

Language:

english

File:

PDF, 763 KB

english, 2020

28

Restricted normal mixture QMLE for non-stationary TGARCH(1, 1) models

Wang, Hui, Pan, JiaZhu

Journal:

Science China Mathematics

Year:

2014

Language:

english

File:

PDF, 307 KB

english, 2014

29

On tail behavior of nonlinear autoregressive functional conditional heteroscedastic model with heavy-tailed innovations

Jiazhu Pan, Guangxu Wu

Journal:

Science China Mathematics

Year:

2005

Language:

english

File:

PDF, 191 KB

english, 2005

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