Jiazhu Pan

Orcid: 0000-0001-7346-2052

According to our database1, Jiazhu Pan authored at least 6 papers between 2006 and 2021.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

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Bibliography

2021
Moving dynamic principal component analysis for non-stationary multivariate time series.
Comput. Stat., 2021

2017
Bayesian analysis of multiple thresholds autoregressive model.
Comput. Stat., 2017

Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach.
Commun. Stat. Simul. Comput., 2017

2014
Assessing the impact of derived behavior information on customer attrition in the financial service industry.
Eur. J. Oper. Res., 2014

2010
Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method.
Proceedings of the 19th International Conference on Computational Statistics, 2010

2006
The asymptotic convexity of the negative likelihood function of GARCH models.
Comput. Stat. Data Anal., 2006


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