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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Research Output

  • 28 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
  • 2 Citations (Scopus)
    6 Downloads (Pure)


    External Examiner for MRes Thesis in Swansea University

    Jiazhu Pan (Examiner)

    29 Sep 202027 Nov 2020

    Activity: Examination typesExamination

    Communications in Statistics – Theory and Methods (Journal)

    Jiazhu Pan (Peer reviewer)

    5 Aug 20204 Nov 2020

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