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2024

Liu, Yitian and Pan, Jiazhu and Xia, Qiang (2024) Estimation of constrained factor models for high-dimensional time series. Journal of Forecasting. ISSN 0277-6693 (In Press)

Pan, Yue and Pan, Jiazhu (2024) Threshold network GARCH model. Journal of Time Series Analysis, 45 (6). 910–930. ISSN 0143-9782

2023

Li, Xiaoyan and Pan, Jiazhu and Song, Anchao (2023) Geometric ergodicity and conditional self-weighted M-estimator of a GRCAR(p) model with heavy‐tailed errors. Journal of Time Series Analysis, 44 (4). pp. 418-436. ISSN 0143-9782

Liu, Jinshan and Pan, Jiazhu and Xia, Qiang and Xiao, Li (2023) On determination of the number of factors in an approximate factor model. Studies in Nonlinear Dynamics and Econometrics, 27 (3). pp. 285-298. ISSN 1558-3708

Pan, Jiazhu and He, Yali (2023) Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations. Studies in Nonlinear Dynamics and Econometrics, 27 (3). pp. 377-395. ISSN 1558-3708

Liu, Jichun and Pan, Yue and Pan, Jiazhu and ALMARASHI, Abdullah Maedh (2023) Markov-switching Poisson generalized autoregressive conditional heteroscedastic models. Statistics and Its Interface, 16 (4). pp. 531-544. ISSN 1938-7989

2022

Al-Mazedi, Maryam Salah and Rajan, Rajesh and Al-Jarallah, Mohammed and Dashti, Raja and Al Saber, Ahmad and Pan, Jiazhu and Zhanna, Kobalava D. and Abdelnaby, Hassan and Aboelhassan, Wael and Almutairi, Farah and Alotaibi, Naser and Al Saleh, Mohammad and AlNasrallah, Noor and Al-Bader, Bader and Malhas, Haya and Ramadhan, Maryam and A. Brady, Peter and Al-Zakwani, Ibrahim and Setiya, Parul and Abdullah, Mohammed and Alroomi, Moudhi and Tse, Gary (2022) Neutrophil to lymphocyte ratio and in-hospital mortality among patients with SARSCoV-2 : a retrospective study. Annals of Medicine and Surgery, 82. 104748. ISSN 2049-0801

Alsaber, Ahmad R. and Setiya, Parul and Al-Sultan, Ahmad T. and Pan, Jiazhu (2022) Correction to : Exploring the impact of air pollution on COVID-19 admitted cases. Japanese Journal of Statistics and Data Science, 5 (2). pp. 719-720. ISSN 2520-8764

Alotaibi, Naser and Alroomi, Moudhi and Aboelhassan, Wael and Hussein, Soumoud and Rajan, Rajesh and AlNasrallah, Noor and Al Saleh, Mohammad and Ramadhan, Maryam and Zhanna, Kobalava D. and Pan, Jiazhu and Malhas, Haya and Abdelnaby, Hassan and Almutairi, Farah and Al-Bader, Bader and Alsaber, Ahmad and Abdullah, Mohammed (2022) In-hospital mortality in SARS-CoV-2 stratified by the use of corticosteroid. Annals of Medicine and Surgery, 80. 104105. ISSN 2049-0801

Alsaber, Ahmad R. and Setiya, Parul and Al-Sultan, Ahmad T. and Pan, Jiazhu (2022) Exploring the impact of air pollution on COVID-19 admitted cases : Evidence from vector error correction model (VECM) approach in explaining the relationship between air pollutants towards COVID-19 cases in Kuwait. Japanese Journal of Statistics and Data Science, 5 (1). pp. 379-406. ISSN 2520-8764

Li, Xiao-ling and Li, Yuan and Pan, Jia-zhu and Zhang, Xing-fa (2022) A factor-GARCH model for high dimensional volatilities. Acta Mathematicae Applicatae Sinica, 38 (3). 635–663. ISSN 1618-3932

Al Saleh, Mohammad and Alotaibi, Naser and Schrapp, Kelly and Alsaber, Ahmad and Pan, Jiazhu and Almutairi, Farah and Abdullah, Mohammed and Aboelhassan, Wael and AlNasrallah, Noor and Al-Bader, Bader and Malhas, Haya and Ramadhan, Maryam and Hamza, Mahdy and Abdelnaby, Hassan and Alroomi, Moudhi (2022) Risk factors for mortality in patients with COVID-19 : the Kuwait experience. Medical Principles and Practice, 31 (2). pp. 180-186. ISSN 1423-0151

Alroomi, Moudhi and Rajan, Rajesh and Alsaber, Ahmad and Pan, Jiazhu and Abdullah, Mohammed and Abdelnaby, Hassan and Aboelhassan, Wael and AlNasrallah, Noor and Al-Bader, Bader and Malhas, Haya and Ramadhan, Maryam and Hussein, Soumoud and Alotaibi, Naser and Al Saleh, Mohammad and Zhanna, Kobalava D. and Almutairi, Farah (2022) In-hospital mortality in SARS-CoV-2 stratified by gamma-glutamyl transferase levels. Journal of Clinical Laboratory Analysis, 36 (4). e24291.

Peng, Zuming and Pan, Jiazhu (2022) On the distributivity of T-power based implications. Iranian Journal of Fuzzy Systems, 19 (2). pp. 169-186. ISSN 2676-4334

Liu, Jinshan and Pan, Jiazhu and Xia, Qiang and Xiao, Ying (2022) Subset selection of double-threshold moving average models through the application of the Bayesian method. Statistics and Its Interface, 15 (1). pp. 51-61. ISSN 1938-7989

Alroomi, Moudhi and Alsaber, Ahmad and Al-Bader, Bader and Almutairi, Farah and Malhas, Haya and Pan, Jiazhu and Zhanna, Kobalava D. and Ramadhan, Maryam and Saleh, Mohammad Al and Abdullah, Mohammed and Alotaibi, Naser and AlNasrallah, Noor and Rajan, Rajesh and Hussein, Soumoud and Aboelhassan, Wael (2022) In-hospital mortality rates in SARS-CoV-2 patients treated with enoxaparin and heparin. Clinical and Applied Thrombosis/Hemostasis, 28. 28. ISSN 1938-2723

2021

Alroomi, Moudhi and Rajan, Rajesh and Omar, Abdulaziz A. and Alsaber, Ahmad and Pan, Jiazhu and Fatemi, Mina and Zhanna, Kobalava D. and Aboelhassan, Wael and Almutairi, Farah and Alotaibi, Naser and Saleh, Mohammad A. and AlNasrallah, Noor and Al-Bader, Bader and Malhas, Haya and Ramadhan, Maryam and Abdullah, Mohammed and Abdelnaby, Hassan (2021) Ferritin level : a predictor of severity and mortality in hospitalized COVID-19 patients. Immunity, Inflammation and Disease, 9 (4). pp. 1648-1655. ISSN 2050-4527

Al-Jarallah, Mohammed and Rajan, Rajesh and Dashti, Raja and Al Saber, Ahmad and Pan, Jiazhu and Zhanna, Kobalava D. and Abdelnaby, Hassan and Aboelhassan, Wael and Almutairi, Farah and Abdullah, Mohammed and Alotaibi, Naser and Al Saleh, Mohammad and Al Nasrallah, Noor and Al-Bader, Bader and Malhas, Haya and Ramadhan, Maryam and Hamza, Mahdy and A. Brady, Peter and Al-Zakwani, Ibrahim and Alroomi, Moudhi (2021) In-hospital mortality in SARS-CoV-2 stratified by serum 25-hydroxy-vitamin D levels : a retrospective study. Journal of Medical Virology, 93 (10). 5880–5885. ISSN 0146-6615

Alsaber, Ahmad and Al-Herz, Adeeba and Pan, Jiazhu and Al-Sultan, Ahmad T. and Mishra, Divya, KRRD Group (2021) Handling missing data in a rheumatoid arthritis registry using random forest approach. International Journal of Rheumatic Diseases, 24 (10). 1282–1293. ISSN 1756-185X

Alshammri, Fayed and Pan, Jiazhu (2021) Moving dynamic principal component analysis for non-stationary multivariate time series. Computational Statistics, 36 (3). pp. 2247-2287. ISSN 1613-9658

Al-Jarallah, Mohammed and Rajan, Rajesh and Al Saber, Ahmad and Pan, Jiazhu and T.Al-Sultan, Ahmad and Abdelnaby, Hassan and Alroomi, Moudhi and Dashti, Raja and Aboelhassan, Wael and Almutairi, Farah and Abdullah, Mohammed and Alotaibi, Naser and Al Saleh, Mohammad and AlNasrallah, Noor and Al-Bader, Bader and Malhas, Haya and Ramadhan, Maryam and Hamza, Mahdy and Zhanna, Kobalava D. (2021) In-hospital mortality in SARS-CoV-2 stratified by hemoglobin levels : a retrospective study. eJHaem, 2 (3). 335–339. ISSN 2688-6146

Al-Sultan, Ahmad and Al-Rubkhi, Amani and Alsaber, Ahmad and Pan, Jiazhu (2021) Forecasting air passenger traffic volume : evaluating time series models in long-term forecasting of Kuwait air passenger data. Advances and Applications in Statistics, 70 (1). pp. 69-89. ISSN 0972-3617

Al-Hurban, Adeeba and Khader, Sawsan and Alsaber, Ahmad and Pan, Jiazhu (2021) Air quality assessment in the State of Kuwait during 2012 to 2017. Atmosphere, 12 (6). 678. ISSN 2073-4433

Alshammri, Fayed and Pan, Jiazhu (2021) Generalized principal component analysis for moderately non-stationary vector time series. Journal of Statistical Planning and Inference, 212. pp. 201-225. ISSN 0378-3758

Alsaber, Ahmad R. and Pan, Jiazhu and Al-Hurban, Adeeba (2021) Handling complex missing data using random forest approach for an air quality monitoring dataset : a case study of Kuwait environmental data (2012 to 2018). International Journal of Environmental Research and Public Health, 18 (3). 1333. ISSN 1660-4601

2020

Alsaber, Ahmad and Pan, Jiazhu and Al-Herz, Adeeba and Alkandary, Dhary S. and Al-Hurban, Adeeba and Setiya, Parul and Group, KRRD (2020) Influence of ambient air pollution on rheumatoid arthritis disease activity score Index. International Journal of Environmental Research and Public Health, 17 (2). 416. ISSN 1660-4601

2018

Wang, Hui and Pan, Jiazhu (2018) A scalar dynamic conditional correlation model : structure and estimation. Science China Mathematics, 61 (10). 1881–1906. ISSN 1869-1862

2017

Alshammri, Fayed and Pan, Jiazhu (2017) Dimension reduction for stationary multivariate time series data. In: The Education, Research, Humanities, and Statistics International Conference, 2017-05-19 - 2019-05-19.

Pan, Jiazhu and Xia, Qiang and Liu, Jinshan (2017) Bayesian analysis of multiple thresholds autoregressive model. Computational Statistics, 32 (1). 219–237. ISSN 1613-9658

Liang, Rubing and Xia, Qiang and Pan, Jiazhu and Liu, Jinshan (2017) Testing a linear ARMA Model against threshold-ARMA models : a Bayesian approach. Communications in Statistics - Simulation and Computation, 46 (2). pp. 1302-1317. ISSN 0361-0918

2014

Wang, Hui and Pan, Jiazhu (2014) Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models. Statistics and Probability Letters, 91. 117–123. ISSN 0167-7152

Tang, Leilei and Thomas, Lyn and Fletcher, Mary H and Pan, Jiazhu and Marshall, Andrew (2014) Assessing the impact of derived behaviour information on customer attrition in the financial service industry. European Journal of Operational Research, 236 (2). pp. 624-633. ISSN 0377-2217

Wang, Hui and Pan, Jiazhu (2014) Restricted normal mixture QMLE for non-stationary TGARCH(1, 1) models. Science China Mathematics, 57 (7). 1341–1360. ISSN 1869-1862

2012

Xia, Qiang and Liu, Jinshan and Pan, Jiazhu and Liang, Rubing (2012) Bayesian analysis of two-regime threshold autoregressive moving average model with exogenous inputs. Communications in Statistics - Simulation and Computation, 41 (6). pp. 1089-1104. ISSN 0361-0918

2011

Szpruch, Lukasz and Mao, Xuerong and Higham, Desmond J. and Pan, Jiazhu (2011) Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model. BIT Numerical Mathematics, 51. pp. 405-425. ISSN 0006-3835

2010

Pan, Jiazhu and Polonik, Wolfgang and Yao, Qiwei; Lechevallier, L. and Saporta, G., eds. (2010) Estimating factor models for multivariate volatilities : an innovation expansion method. In: Proceedings of COMPSTAT 2010. A Physica Verlag Heidelberg product . Physica-Verlag HD, Heidelberg, pp. 305-314. ISBN 978-3-7908-2603-6

Xia, Qing and Pan, Jiazhu and Zhang, Zhiqiang and Liu, Jinshan (2010) A Bayesian nonlinearity test for threshold moving average models. Journal of Time Series Analysis, 31 (5). pp. 329-336.

Linton, O. and Pan, J. and Wang, H. (2010) Estimation for a non-stationary semi-strong GARCH(1,1) model with heavy-tailed errors. Econometric Theory, 26 (1). pp. 1-28. ISSN 0266-4666

2009

Li, Q. and Pan, J. (2009) Determining the number of factors in a multivariate error correction–volatility factor model. Econometrics Journal, 12 (1). pp. 45-61. ISSN 1368-4221

Li, Qiaoling and Pan, Jiazhu and Yao, Qiwei (2009) On determination of cointegration ranks. Statistics and Its Interface, 2 (1). pp. 45-56. ISSN 1938-7989

2008

Pan, J. and Wang, H. and Tong, H. (2008) Estimation and tests for power-transformed and threshold GARCH models. Journal of Econometrics, 142 (1). pp. 352-378. ISSN 0304-4076

Pan, Jiazhu and Yao, Qiwei (2008) Modelling multiple time series via common factors. Biometrika, 95 (2). pp. 365-379. ISSN 1464-3510

2007

Pan, Jiazhu and Wang, Hui and Yao, Qiwei (2007) Weighted least absolute deviations estimation for ARMA models with infinite variance. Econometric Theory, 23 (5). pp. 852-879. ISSN 0266-4666

2006

Ip, W. and Wong, H. and Pan, J. and Yuan, K. (2006) Estimating value-at-risk for Chinese stock market by switching regime ARCH model. Journal of Industrial and Management Optimization, 2 (2). pp. 145-163. ISSN 1547-5816

Ip, W. and Wong, H. and Pan, J. and Li, D.F. (2006) The asymptotic convexity of the negative likelihood function of GARCH models. Computational Statistics and Data Analysis, 50 (2). pp. 311-331. ISSN 0167-9473

2005

Pan, J. and Wu, G. (2005) On tail behaviour of nonlinear autoregressive functional conditional heteroscedastic model with heavy-tailed innovations. Science China Mathematics, 48 (9). pp. 1169-1181. ISSN 1869-1862

2003

Culshaw, B. and Pierce, S.G. and Pan, J. (2003) Non-contact measurement of the mechanical properties of materials using an all optical technique. IEEE Sensors Journal, 3 (1). pp. 62-70. ISSN 1530-437X