Etienne A. D. Pienaar
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Detecting discrete processes with the Epps effect Frontiers of Mathematical Finance | 2025-04-07 | Paper |
| Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one Physica A | 2022-05-31 | Paper |
| Malliavin-Mancino estimators implemented with nonuniform fast Fourier transforms SIAM Journal on Scientific Computing | 2021-01-26 | Paper |
Research outcomes over time
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