The asymptotic convexity of the negative likelihood function of GARCH models. - Wai-Cheung Ip; Heung Wong; Jiazhu Pan; D. F. Li (Comput. Stat. Data Anal., 2006)

Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method. - Jiazhu Pan; Wolfgang Polonik; Qiwei Yao (COMPSTAT, 2010)

Assessing the impact of derived behavior information on customer attrition in the financial service industry. - Leilei Tang; Lyn C. Thomas; Mary Fletcher; Jiazhu Pan; Andrew Marshall (Eur. J. Oper. Res., 2014)

Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach. - Rubing Liang; Qiang Xia 001; Jiazhu Pan; Jinshan Liu (Commun. Stat. Simul. Comput., 2017)

Bayesian analysis of multiple thresholds autoregressive model. - Jiazhu Pan; Qiang Xia 001; Jinshan Liu (Comput. Stat., 2017)

Moving dynamic principal component analysis for non-stationary multivariate time series. - Fayed Alshammri; Jiazhu Pan (Comput. Stat., 2021)