Chiara Amorino

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal estimation of the local time and the occupation time measure for an \(\alpha\)-stable Lévy process Modern Stochastics. Theory and Applications	2024-06-05	Paper
Parameter estimation of discretely observed interacting particle systems Stochastic Processes and their Applications	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 Statistics	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 Electronic Journal of Statistics	2022-07-15	Paper
Optimal convergence rates for the invariant density estimation of jump-diffusion processes ESAIM: Probability and Statistics	2022-02-16	Paper
Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes Electronic Journal of Statistics	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 Statistical Inference for Stochastic Processes	2021-07-15	Paper
Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes Journal of Statistical Planning and Inference	2021-05-07	Paper
Contrast function estimation for the drift parameter of ergodic jump diffusion process Scandinavian Journal of Statistics	2020-09-08	Paper
Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes Stochastic Processes and their Applications	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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