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Etienne Pienaar

4 papers hereh-index 446 citations13 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author3
  • last author1

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • q-fin.ST2
  • q-fin.CP1
  • stat.ML1

identity via Semantic Scholar / OpenAlex

most citedMalliavin-Mancino estimators implemented with non-uniform fast Fourier transforms

8 citations · 17 across the 4 of their papers we have counts for

collaborators
Showing q-fin.CPShow all

1 paper · 1 filter

q-fin.CP2020★ 8 cited

Malliavin-Mancino estimators implemented with non-uniform fast Fourier transforms

Patrick Chang, Etienne Pienaar, Tim Gebbie

We implement and test kernel averaging Non-Uniform Fast Fourier Transform (NUFFT) methods to enhance the performance of correlation and covariance estimation on asynchronously samp…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.