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AMORINO Chiara

Main Referenced Co-authors
Gloter, Arnaud (8)
PODOLSKIJ, Mark  (3)
Belomestny, Denis (1)
Dion, Charlotte (1)
HEIDARI, Akram  (1)
Main Referenced Keywords
ergodic diffusion with jumps (3); Convergence rate (2); ergodic properties (2); high frequency data (2); Levy driven SDE (2);
Main Referenced Disciplines
Mathematics (13)

Publications (total 13)

The most cited

26 citations (OpenAlex)

AMORINO, C.* , & Gloter, A.*. (2020). Contrast function estimation for the drift parameter of ergodic jump diffusion process. Scandinavian Journal of Statistics. doi:10.1111/sjos.12406 https://hdl.handle.net/10993/44779

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