Jiazhu Pan

发表

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

L. Szpruch, D. Higham, X. Mao, 2011 .

Strongly Nonlinear Ait-Sahalia-Type Interest Rate Model and its Numerical Approximation

L. Szpruch, D. Higham, X. Mao, 2009 .

Modelling multiple time series via common factors

Q. Yao, Jiazhu Pan, 2008 .

Modelling Multivariate Volatilities by Common Factors : An Innovation Expansion Method

W. Polonik, D. Peña, Q. Yao, 2010 .

Determining the Number of Factors in a Multivariate Error Correctionvolatility Factor Model

Jiazhu Pan, Qiaoling Li, 2009 .

Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations

Jiazhu Pan, Yali He, 2022, Studies in Nonlinear Dynamics & Econometrics.

Risk Factors for Mortality in Patients with COVID-19: The Kuwait Experience

Jiazhu Pan, Bader Al-Bader, Mohammed Abdullah, 2022, Medical Principles and Practice.

Exploring the impact of air pollution on COVID-19 admitted cases

Jiazhu Pan, Parul Setiya, A. Alsaber, 2022, Japanese journal of statistics and data science.

A scalar dynamic conditional correlation model: Structure and estimation

Jiazhu Pan, Hui Wang, 2018, Science China Mathematics.

Neutrophil to lymphocyte ratio and in-hospital mortality among patients with SARS-CoV-2: A retrospective study

I. Al-Zakwani, Jiazhu Pan, Bader Al-Bader, 2021, Annals of Medicine and Surgery.

On determination of the number of factors in an approximate factor model

Jiazhu Pan, Qiang Xia, Jinshan Liu, 2022, Studies in Nonlinear Dynamics & Econometrics.

A Factor-GARCH Model for High Dimensional Volatilities

Xingfa Zhang, Yuan Li, Jiazhu Pan, 2022, Acta Mathematicae Applicatae Sinica, English Series.

In‐hospital mortality in SARS‐CoV‐2 stratified by serum 25‐hydroxy‐vitamin D levels: A retrospective study

Jiazhu Pan, P. Brady, Bader Al-Bader, 2021, Journal of medical virology.

Moving dynamic principal component analysis for non-stationary multivariate time series

Jiazhu Pan, F. Alshammri, Fayed Alshammri, 2021, Computational Statistics.

A scalar dynamic conditional correlation model: Structure and estimation

Jiazhu Pan, Hui Wang, 2018, Science China Mathematics.

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

Jiazhu Pan, Hui Wang, 2014, Science China Mathematics.

Bayesian analysis of multiple thresholds autoregressive model

Jiazhu Pan, Qiang Xia, Jinshan Liu, 2016, Computational Statistics.

Handling Complex Missing Data Using Random Forest Approach for an Air Quality Monitoring Dataset: A Case Study of Kuwait Environmental Data (2012 to 2018)

Jiazhu Pan, A. Al-Hurban, A. Alsaber, 2021, International journal of environmental research and public health.

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

Jiazhu Pan, A. Al-Herz, A. Al-Hurban, 2020, International journal of environmental research and public health.

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

O. Linton, Jiazhu Pan, Hui Wang, 2009, Econometric Theory.

On determination of cointegration ranks

Q. Yao, Jiazhu Pan, Qiaoling Li, 2009 .

Ferritin level: A predictor of severity and mortality in hospitalized COVID‐19 patients

Jiazhu Pan, Bader Al-Bader, Mohammed Abdullah, 2021, Immunity, inflammation and disease.

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

Andrew Marshall, Lyn C. Thomas, Leilei Tang, 2014, Eur. J. Oper. Res..

Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach

Jinshan Liu, Qiang Xia, Rubing Liang, 2017, Commun. Stat. Simul. Comput..

Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models

Jiazhu Pan, Hui Wang, 2014 .

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

Jiazhu Pan, Jiazhu Pan, Guangxu Wu, 2005 .

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

Jiazhu Pan, Z. Xie, Guodong Li, 2002 .

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

Jiazhu Pan, Hui Wang, 2014 .

Estimation and tests for power-transformed and threshold GARCH models☆

H. Tong, Jiazhu Pan, Hui Wang, 2007, Journal of Econometrics.

Bayesian analysis of multiple thresholds autoregressive model

Jinshan Liu, Qiang Xia, Jiazhu Pan, 2017, Comput. Stat..

A Bayesian nonlinearity test for threshold moving average models

Jiazhu Pan, Qiang Xia, Jinshan Liu, 2010 .

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

Jiazhu Pan, 2002 .

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

Jiazhu Pan, S. Cheng, 2000 .

Asymptotic Expansions of Estimators for the Tail Index with Applications

Jiazhu Pan, S. Cheng, Shihong Cheng, 1998 .

Asymptotic expansions for the distribution functions of Pickands-type estimators

Jiazhu Pan, S. Cheng, 1998 .

Air Quality Assessment in the State of Kuwait during 2012 to 2017

Jiazhu Pan, A. Al-Hurban, A. Alsaber, 2021, Atmosphere.

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

Fayed Alshammri, Jiazhu Pan, Jiazhu Pan, 2021 .

Moving dynamic principal component analysis for non-stationary multivariate time series

Fayed Awdah M Alshammri, Jiazhu Pan, Fayed Alshammri, 2021, Comput. Stat..

Handling missing data in a rheumatoid arthritis registry using random forest approach

Jiazhu Pan, Divyangi Mishra, A. Al-Herz, 2021, International journal of rheumatic diseases.

Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method

Qiwei Yao, Wolfgang Polonik, Jiazhu Pan, 2010, COMPSTAT.

Neutrophil to lymphocyte ratio and in-hospital mortality among patients with SARS-CoV-2: A retrospective study

I. Al-Zakwani, Jiazhu Pan, Bader Al-Bader, 2022, Annals of Medicine and Surgery.