Chiara Amorino

Chiara Amorino

Postdoctoral researcher

Department Department of Mathematics
Postal Address Université du Luxembourg
Maison du Nombre
6, Avenue de la Fonte
L-4364 Esch-sur-Alzette
Campus Office MNO, E06 0615-140
Email
Telephone (+352) 46 66 44 5142
Fax (+352) 46 66 44 35142

To Chiara Amorino's personal webpage: https://math.uni.lu/amorino/

Last updated on: Monday, 14 June 2021

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In press

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See detailInvariant density adaptive estimation for ergodic jump diffusion processes over anisotropic classes
Amorino, Chiara; Gloter, Arnaud

in Journal of Statistical Planning and Inference (in press)

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2021

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See detailOptimal convergence rates for the invariant density estimation of jump-diffusion processes
Amorino, Chiara; Nualart, Eulalia

E-print/Working paper (2021)

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2020

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See detailOn the nonparametric inference of coefficients of self-exciting jump-diffusion
Amorino, Chiara; Dion, Charlotte; Gloter, Arnaud; Lemler, Sarah

E-print/Working paper (2020)

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See detailUnbiased truncated quadratic variation for volatility estimation in jump diffusion processes
Amorino, Chiara; Gloter, Arnaud

in Stochastic Processes and Their Applications (2020)

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See detailContrast function estimation for the drift parameter of ergodic jump diffusion process
Amorino, Chiara; Gloter, Arnaud

in Scandinavian Journal of Statistics (2020)

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See detailJoint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function
Amorino, Chiara; Gloter, Arnaud

in Statistical Inference for Stochastic Processes (2020)

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