Research output per year

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Personal profile

Personal Statement

I joined Department of Mathematics and Statistics in 2007. Previously I have worked at Peking University and London School of Economics. My major research interests are in Time Series Analysis, Financial Econometrics and Multivariate Analysis. My research outcomes have been published in the top journals in Statistics and Econometrics such as Biometrika, Journal of Econometrics and Econometric Theory. I have been invited to be a referee for Annals of Statistics, Biometrika, Econometric Theory, Econometrics Journal, Journal of Econometrics, Journal of the American Statistical Association, Journal of Multivariate Analysis. Science China Mathematics, Journal of Royal Statistical Society(Series B), Stochastic Processes and their Applications, and many other journals. I was one of session chairs of 7th World Congress in Probability and Statistics. I was one of keynote speakers for the session of financial time series in the world congress of computational statistics. 

During my post at Peking University, I was the principal investigator of several projects supported by the national Natural Science Foundation of China (NSFC), and was awarded the second-rank prize of natural science by the Ministry of Education in China. I have been appointed as a reviewer for NSFC for the past eighteen years. I have a great number of long-time collaborators based in China, US and UK. Currently I am carrying out research on modelling high dimensional dynamic data and social networks with my four PhD students. I also have joint research on Chemometrics with colleagues in Department of Pure and Applied Chemistry for a major H2020 project ModLife. 


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Joint/External PhD Training Programme with SCAU

Pan, J.

1/01/19 → …

Project: Knowledge Exchange


Research Output

  • 27 Article
  • 1 Conference contribution book
  • 1 Poster

Influence of ambient air pollution on rheumatoid arthritis disease activity score Index

Alsaber, A., Pan, J., Al-Herz, A., Alkandary, D. S., Al-Hurban, A., Setiya, P. & Group, KRRD., 8 Jan 2020, In : International Journal of Environmental Research and Public Health. 17, 2, 17 p., 416.

Research output: Contribution to journalArticle

Open Access
  • 4 Downloads (Pure)

    A scalar dynamic conditional correlation model: structure and estimation

    Wang, H. & Pan, J., 1 Oct 2018, In : Science China Mathematics. 61, 10, p. 1881–1906 26 p.

    Research output: Contribution to journalArticle

    Open Access
  • 8 Downloads (Pure)


    Epidemics under environmental noise described by stochastic SIS model

    Author: Cai, S., 11 Mar 2020

    Supervisor: Mao, X. (Supervisor) & Pan, J. (Supervisor)

    Student thesis: Doctoral Thesis


    Annals of Statistics (Journal)

    Jiazhu Pan (Peer reviewer)
    14 Feb 202024 Mar 2020

    Activity: Publication peer-review and editorial work typesJournal peer review

    Journal of Applied Statistics (Journal)

    Jiazhu Pan (Referee)
    24 Sep 2019

    Activity: Publication peer-review and editorial work typesJournal peer review