| The Epps effect under alternative sampling schemes P Chang, E Pienaar, T Gebbie Physica A: Statistical Mechanics and its Applications 583, 126329, 2021 | 11 | 2021 |
| Malliavin--Mancino Estimators Implemented with Nonuniform Fast Fourier Transforms P Chang, E Pienaar, T Gebbie SIAM Journal on Scientific Computing 42 (6), B1378-B1403, 2020 | 8 | 2020 |
| Diffusionrgqd: an R package for performing inference and analysis on time-inhomogeneous quadratic diffusion processes EAD Pienaar, MM Varughese R package version 0.1 3, 2016 | 5 | 2016 |
| DiffusionRimp: Inference and Analysis for Diffusion Processes via Data Imputation and Method of Lines EAD Pienaar, V MM R package version 0.1 2, 2016 | 3 | 2016 |
| Continuous-time Markov-chain models for reaction systems: fast and slow processes IL MacDonald, EAD Pienaar Reaction Kinetics, Mechanisms and Catalysis 136 (4), 1757-1773, 2023 | 2 | 2023 |
| Fitting a reversible Markov chain by maximum likelihood: Converting an awkwardly constrained optimization problem to an unconstrained one IL MacDonald, EAD Pienaar Physica A: Statistical Mechanics and its Applications 561, 125182, 2021 | 2 | 2021 |
| Likelihood inference for non-linear, multivariate jump diffusions with state-dependent intensity EAD Pienaar, MM Varughese Technical Report, 2016 | 2 | 2016 |
| Non-Linear diffusion processes and applications EAD Pienaar | 1 | 2016 |
| Statistical inference for a multivariate diffusion model of an ecological time series. Ecosphere 4 (8): 104 MM Varughese, EAD Pienaar | | 2013 |
| DEPARTMENT OF STATISTICAL SCIENCES STATISTICS HONOURS PROGRAMMES 2020 G Distiller, E Pienaar Matrix 1, 1, 0 | | |
Tim GebbieDepartment of Statistical Sciences, University of Cape TownVerified email at uct.ac.za
