Illustration of a SARS-CoV-2 virion

Open Access research that responds to the COVID-19 pandemic...

Strathprints makes available scholarly Open Access content seeking to respond to the medical, scientific, economic and social emergencies arising from the COVID-19 pandemic. Researchers from across the Faculties of Science, Engineering, Business and the Humanities, Arts & Social Sciences (HaSS) are all contributing to improved human understanding of -- or solutions to -- the issues surrounding management of the pandemic and the post-pandemic recovery.

Explore COVID-19 related Open Access research. Or explore all of Strathclyde's Open Access research...

Browse by Author or creator

Group by: Publication Date | Item type | No Grouping
Number of items: 26.

Article

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

Liu, Jinshan and Pan, Jiazhu and Xia, Qiang and Xiao, Ying (2021) Subset selection of double-threshold moving average models through the application of the Bayesian method. Statistics and Its Interface. ISSN 1938-7989 (In Press)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Book Section

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

Conference or Workshop Item

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.

This list was generated on Wed May 5 18:43:21 2021 BST.