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Nonlinear Time Series . Financial Econometrics. Functional and High-Dimensional Data Analysis. Statistical Inference of Stochastic Processes. Extreme Statistics and Risk Management
Displaying 1 - 20 of 21 publications. 1 . 2 » A Bayesian nonlinearity test for threshold moving average models Xia Q, Pan J, Zhang Z and Liu J
Update your professional profile, manage your online reputation or research the professional information of Jiazhu Pan, Teaching and Research Group Member, University of ...
Update your professional profile, manage your online reputation or research the professional information of Pan Jiazhu, Vice President, China Non-Ferrous Association at ZoomInfo ...
1 Introduction The concept of cointegration dates back to Granger (1981), Granger and Weiss (1983), Engleand Granger (1987). It was introduced to reflect the long-runequi-libriumamong ...
Nonlinear Time Series . Financial Econometrics. Functional and High-Dimensional Data Analysis. Statistical Inference of Stochastic Processes. Extreme Statistics and Risk ...
Displaying 1 - 20 of 21 publications. 1 . 2 » A Bayesian nonlinearity test for threshold moving average models Xia Q, Pan J, Zhang Z and Liu J
Update your professional profile, manage your online reputation or research the professional information of Jiazhu Pan, Teaching and Research Group Member, University of ...
10 Jan 2011 ... Dr Jiazhu Pan. secondary navigation. skip to main content ... Fax, +44 (0)141 548 3345. email, jiazhu.pan@strath.ac.uk ...
Jiazhu Pan's Publications. secondary navigation. skip to main content. Maths ...
Qiaoling Li, Jiazhu Pan. In order to describe the co-movements in both conditional mean and conditional variance of high dimensional non-stationary time ...
by O Linton -
Glasgow, United Kingdom - Dr. at University of StrathclydeView Jiazhu Pan's professional profile on LinkedIn. LinkedIn is the world's largest business network, helping professionals like Jiazhu Pan discover inside ...
by J Pan -
by Q Xia -
by L Szpruch21 Sep 2010 ... Desmond J. Higham · Jiazhu Pan. Received: 31 July 2009 / Accepted: 21 ... e-mail : jiazhu.pan@strath.ac.uk. Present address: L. Szpruch ...
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