Chiara Amorino

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Chiara Amorino

University of Luxembourg
Department of Mathematics
6, avenue de la Fonte
L-4364 Esch-Sur-Alzette (Luxembourg)

chiara[dot]amorino[at]uni[dot]lu

Main research interests

I am currently a postdoctoral researcher at University of Luxembourg, supervised by Prof. Mark Podolskij.
In July 2020 I defended my PhD thesis which I worked on under the supervision of Prof. Arnaud Gloter at LaMME, Université Paris-Saclay.

My research interests are mainly in statistical inference for stochastic differential equations with jumps.
Problems I worked on include thresholding methods, high frequency data, Malliavin calculus, volatility estimation, limit theorems, ergodic theory, invariant density estimation, minimax risk and convergence rates.
I am also particularly interested in continuous diffusions and Hawkes processes.

Here is my CV.