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AMORINO Chiara

Main Referenced Co-authors
Gloter, Arnaud (8)
Dion, Charlotte (1)
HEIDARI, Akram  (1)
Lemler, Sarah (1)
Nualart, Eulalia (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 (11)

Publications (total 11)

The most downloaded
57 downloads
AMORINO, C.* , & Gloter, A.*. (2021). Invariant density adaptive estimation for ergodic jump diffusion processes over anisotropic classes. Journal of Statistical Planning and Inference. doi:10.1016/j.jspi.2020.11.006 https://hdl.handle.net/10993/44782

The most cited

16 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

AMORINO, C., HEIDARI, A., Pilipauskaitė, V., & PODOLSKIJ, M. (September 2023). Parameter estimation of discretely observed interacting particle systems. Stochastic Processes and Their Applications, 163, 350 - 386. doi:10.1016/j.spa.2023.06.011
Peer Reviewed verified by ORBi

AMORINO, C., & Gloter, A. (2023). Minimax rate for multivariate data under componentwise local differential privacy constraints. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/57972.

AMORINO, C., & Gloter, A. (2022). Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/50598.

AMORINO, C., & Nualart, E. (2022). Optimal convergence rates for the invariant density estimation of jump-diffusion processes. ESAIM: Probability and Statistics. doi:10.13140/RG.2.2.23569.04962
Peer Reviewed verified by ORBi

AMORINO, C., & Gloter, A. (2021). Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Holder classes. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/50597.

AMORINO, C.* , & Gloter, A.*. (2021). Invariant density adaptive estimation for ergodic jump diffusion processes over anisotropic classes. Journal of Statistical Planning and Inference. doi:10.1016/j.jspi.2020.11.006
Peer Reviewed verified by ORBi
* These authors have contributed equally to this work.

AMORINO, C. (2020). Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes. Electronic Journal of Statistics. doi:10.1214/21-EJS1913
Peer Reviewed verified by ORBi

AMORINO, C., Dion, C., Gloter, A., & Lemler, S. (2020). On the nonparametric inference of coefficients of self-exciting jump-diffusion. Electronic Journal of Statistics.
Peer Reviewed verified by ORBi

AMORINO, C.* , & Gloter, A.*. (2020). Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function. Statistical Inference for Stochastic Processes. doi:10.1007/s11203-020-09227-z
Peer Reviewed verified by ORBi
* These authors have contributed equally to this work.

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
Peer Reviewed verified by ORBi
* These authors have contributed equally to this work.

AMORINO, C.* , & Gloter, A.*. (2020). Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes. Stochastic Processes and Their Applications. doi:10.1016/j.spa.2020.04.010
Peer Reviewed verified by ORBi
* These authors have contributed equally to this work.

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