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Jiazhu Pan

Publications and source records attributed to Jiazhu Pan.

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Asymptotic theory and inference for non-stationary and non-mixing triangular arrays of random fields

We develop a unified asymptotic framework for non-stationary, non-mixing triangular arrays of random fields on multi-dimensional lattices under row-uniform $η$-weak dependence. We establish the preservation of weak dependence under locally Lipschitz transformations and spatially and row-wise heterogeneous Bernoulli shifts, obtaining explicit dependence bounds determined by innovation dependence and functional sensitivity. Under uniform moment conditions, polynomially decaying $η$-dependence coefficients, and a nondegenerate aggregate variance condition, we prove a law of large numbers and a central limit theorem. The scope of the framework is illustrated through several examples that highlight its ability to accommodate non-stationarity without requiring mixing assumptions. As an application, we develop parameter inference procedures for a spatio-temporal model with a dynamic network structure, thereby demonstrating the practical relevance of the proposed asymptotic theory.

math.ST

Modelling Volatility of Spatio-temporal Integer-valued Data with Network Structure and Asymmetry

This paper proposes a spatial threshold GARCH-type model for dynamic spatio-temporal integer-valued data with network structure. The proposed model can simplify the parameterization by using network structure in data, and can capture the asymmetric property in dynamic volatility by adopting a threshold structure. The proposed model assumes the conditional distribution is Poisson distribution. Asymptotic theory of maximum likelihood estimation (MLE) for the spatial model is derived when both sample size and network dimension are large. We obtain asymptotic statistical inferences via investigation of the weak dependence of components of the model and application of limit theorems for weakly dependent random fields. Simulation studies and a real data example are presented to support our methodology.

stat.ME