Concepedia

Jiazhu Pan

JP

19

Publications

791

Citations

15

H-Index

1998

Active since

Affiliations

University of Strathclyde(Current)

Kuwait University

Suez Canal University

Farwaniya Hospital

Jiazhu Pan is an author at University of Strathclyde specializing in engineering, statistics, and business.

Top concepts

StatisticsEngineeringBusinessEstimation TheoryData ScienceEconometricsStatistical InferenceForecastingTime Series EconometricsAir Quality

Publications per year

1998–2022

19

Publications

19

Modelling multiple time series via common factors

Jiazhu Pan, Qiwei Yao · Biometrika · 2008 · 129 citations · Full text

Multiple Time Series, Statistical Signal Processing, Engineering +13

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

Łukasz Szpruch, Xuerong Mao, Desmond J. Higham et al. · BIT Numerical Mathematics · 2010 · 108 citations

Numerical Analysis, Term Structure Model, Engineering +4

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

Ahmad Alsaber, Jiazhu Pan, Adeeba Al‐Hurban · International Journal of Environmental Research and Public Health · 2021 · 84 citations · Full text

Environmental Monitoring, Engineering, Air Pollution Measurement +17

Estimation and tests for power-transformed and threshold GARCH models

Jiazhu Pan, Hui Wang, Howell Tong · Journal of Econometrics · 2007 · 74 citations · Full text

Econometric Model, Volatility Modeling, Business +4

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

Oliver Linton, Jiazhu Pan, Hui Wang · Econometric Theory · 2009 · 65 citations

Large Deviations, Volatility Modeling, Nonstationary Semi-strong Garch +13

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