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.