Chiara Amorino

Available identifiers

zbMath Open amorino.chiaraMaRDI QIDQ830712

List of research outcomes

Publication	Date of Publication	Type
Optimal estimation of the local time and the occupation time measure for an \(\alpha\)-stable Lévy process	2024-06-05	Paper
Parameter estimation of discretely observed interacting particle systems	2023-08-14	Paper
Minimax rate for multivariate data under componentwise local differential privacy constraints	2023-05-17	Paper
Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity	2023-03-06	Paper
Quantitative and stable limits of high-frequency statistics of L\'evy processes: a Stein's method approach	2023-02-12	Paper
On the nonparametric inference of coefficients of self-exciting jump-diffusion	2022-07-15	Paper
Optimal convergence rates for the invariant density estimation of jump-diffusion processes	2022-02-16	Paper
Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes	2022-02-09	Paper
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Holder classes	2021-10-06	Paper
Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function	2021-07-15	Paper
Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes	2021-05-07	Paper
Contrast function estimation for the drift parameter of ergodic jump diffusion process	2020-09-08	Paper
Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes	2020-09-03	Paper
Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime	N/A	Paper
Optimal estimation of local time and occupation time measure for an {\alpha}-stable Levy process	N/A	Paper
Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs	N/A	Paper

Research outcomes over time

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