19982020

Research output per year

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Activities

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

Annals of Statistics (Journal)

Jiazhu Pan (Peer reviewer)

14 Feb 20204 Jun 2020

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

Recent Developments In Nonlinear Time Series Analysis

Jiazhu Pan (Invited speaker)

12 Dec 2019

Activity: Talk or presentation typesInvited talk

Journal of Applied Statistics (Journal)

Jiazhu Pan (Referee)

24 Sep 201924 Nov 2019

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

Recent Research on Dynamic High Dimensional Data

Jiazhu Pan (Keynote speaker)

20 May 20195 Jun 2019

Activity: Talk or presentation typesInvited talk

Journal of Time Series Analysis (Journal)

Jiazhu Pan (Peer reviewer)

1 Dec 20181 May 2019

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

Modelling Count Time Series

Jiazhu Pan (Invited speaker)

8 Nov 2018

Activity: Talk or presentation typesInvited talk

Factor Models for High Dimensional Volatilities

Jiazhu Pan (Keynote speaker)

26 Oct 2018

Activity: Talk or presentation typesInvited talk

Statistical Papers (Journal)

Jiazhu Pan (Peer reviewer)

6 Sep 201815 Jan 2019

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

School of Mathematical Sciences, Capital Normal University, Beijing 100048, China

Jiazhu Pan (Visiting researcher)

2 Jul 20183 Aug 2018

Activity: Visiting an external institution typesVisiting an external academic institution

Symposium on implementation of articulation programme between Strathclyde and SCAU

Jiazhu Pan (Organiser) & Anthony Mulholland (Organiser)

16 May 2018

Activity: Participating in or organising an event typesOrganiser of special symposia

Modelling High-Dimensional Volatilities by Common Factors (30 mins).

Jiazhu Pan (Speaker)

6 Sep 2017

Activity: Talk or presentation typesInvited talk

Royal Statistical Society Conference 2017

Jiazhu Pan (Speaker)

6 Sep 2017

Activity: Participating in or organising an event typesParticipation in conference

Regime-Switching Models for Discrete Valued Time Series

Jiazhu Pan (Invited speaker)

17 Jul 201720 Jul 2017

Activity: Talk or presentation typesInvited talk

Factor Models in Finance

Jiazhu Pan (Invited speaker)

17 Jul 201720 Jul 2017

Activity: Talk or presentation typesInvited talk

School of Mathematical Science, Nankai University, Tianjin, China.

Jiazhu Pan (Visiting lecturer)

17 Jul 201720 Jul 2017

Activity: Visiting an external institution typesVisiting an external academic institution

College of Mathematics and Informatics, South China Agricultural University (SCAU), Guangzhou, China

Jiazhu Pan (Visiting researcher)

2 Jul 20175 Jul 2017

Activity: Visiting an external institution typesVisiting an external academic institution

Journal of the Royal Statistical Society : Series B (Journal)

Jiazhu Pan (Peer reviewer)

1 Nov 20161 Apr 2018

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

External Examiner for MSc in Mathematics and Computational Finance in Swansea University

Jiazhu Pan (External Examiner)

1 Oct 2016 → …

Activity: Examination typesExamination

Liaoning University of Technology, Jinzhou 121001, China

Jiazhu Pan (Visiting researcher)

3 Jul 20164 Jul 2016

Activity: Visiting an external institution typesVisiting an external academic institution

School of Mathematics and Statistics, Northeast Normal University, Changchun 130024, China

Jiazhu Pan (Visiting researcher)

5 Jul 201610 Jul 2016

Activity: Visiting an external institution typesVisiting an external academic institution

Guangzhou 2016 Symposium on Financial Engineering and Risk Management (FERM 2016)

Jiazhu Pan (Invited speaker)

12 Jun 201614 Jun 2016

Activity: Talk or presentation typesInvited talk

Workshop on Big Data (Part 2)

Jiazhu Pan (Organiser)

1 Mar 2016

Activity: Participating in or organising an event typesOrganiser of special symposia

Annals of Statistics (Journal)

Jiazhu Pan (Referee)

5 Jan 201621 Mar 2016

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

Workshop on Big Data

Jiazhu Pan (Organiser)

13 Jan 2016

Activity: Participating in or organising an event typesOrganiser of special symposia

PhD viva in Department of Mathematics, Swansea University

Jiazhu Pan (External Examiner)

11 Dec 2015

Activity: Examination typesExamination

Annals of Statistics (Journal)

Jiazhu Pan (Referee)

20 Aug 201519 Oct 2015

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

Regime-Switching Poinsson Processes

Jiazhu Pan (Invited speaker)

1 Jul 20154 Jul 2015

Activity: Talk or presentation typesInvited talk

Institute of Mathematical Statistics 2015 Conference

Jiazhu Pan (Invited speaker)

1 Jul 20154 Jul 2015

Activity: Participating in or organising an event typesParticipation in conference

Nonlinear Time Series: Thresholding and Beyond

Jiazhu Pan (Invited speaker)

19 Sep 201420 Sep 2014

Activity: Participating in or organising an event typesKey-note speaker and plenary lectures at conferences

Regime-Switching Models for Count Time Series

Jiazhu Pan (Speaker)

19 Sep 201420 Sep 2014

Activity: Talk or presentation typesInvited talk

Journal of the American Statistical Association (Journal)

Jiazhu Pan (Referee)

25 Jul 201322 Sep 2013

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

Journal of the American Statistical Association (Journal)

Jiazhu Pan (Referee)

3 Dec 20126 Jan 2013

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

Poisson Threshold Autoregression

Jiazhu Pan (Speaker)

1 Jul 20124 Jul 2012

Activity: Talk or presentation typesInvited talk

The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting

Jiazhu Pan (Invited speaker)

1 Jul 20124 Jul 2012

Activity: Participating in or organising an event typesParticipation in conference

Financial Econometrics

Jiazhu Pan (Keynote speaker)

18 Jul 201123 Jul 2011

Activity: Talk or presentation typesInvited talk

International Workshop on Emerging Issues and Challenges to Statistics, Sponsored by the Institute of Mathematical Statistics (IMS)

Jiazhu Pan (Invited speaker)

17 Dec 201018 Dec 2010

Activity: Talk or presentation typesInvited talk

Modelling Multivariate Volatilities by Common Factors

Jiazhu Pan (Invited speaker)

7 Dec 2010

Activity: Talk or presentation typesInvited talk

19th International Conference on Computational Statistics

Jiazhu Pan (Invited speaker)

22 Aug 201027 Aug 2010

Activity: Participating in or organising an event typesKey-note speaker and plenary lectures at conferences

Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method

Jiazhu Pan (Invited speaker)

22 Aug 201027 Aug 2010

Activity: Talk or presentation typesInvited talk

Journal of the American Statistical Association (Journal)

Jiazhu Pan (Referee)

27 Apr 201020 Jun 2010

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

Biometrika (Journal)

Jiazhu Pan (Referee)

23 Mar 201023 Jul 2010

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

Statistica Sinica (Journal)

Jiazhu Pan (Referee)

17 Sep 200919 Oct 2010

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

International Workshop on Statistics and Management Science

Jiazhu Pan (Invited speaker)

Jul 2009

Activity: Participating in or organising an event typesKey-note speaker and plenary lectures at conferences

Estimating Error-Correction Models for Panel Cointegration

Jiazhu Pan (Speaker)

14 Jul 200819 Jul 2008

Activity: Talk or presentation typesInvited talk

7th World Congress in Probability and Statistics

Jiazhu Pan (Chair)

14 Jul 200819 Jul 2008

Activity: Participating in or organising an event typesParticipation in conference