University of Luxembourg

Department of Mathematics

6, avenue de la Fonte

L-4364 Esch-Sur-Alzette (Luxembourg)

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

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.