Publications
You may download preprint versions (arXiv), for the final versions consult the original sources.
- C. Amorino, E. Nualart, F. Panloup, J. Sieber
Fast convergence rates for estimating the stationary density
in SDEs driven by a fractional Brownian motion with semi-contractive drift,
Submitted
[ArXiv] - (2024).
- C. Amorino, F. Pina, M. Podolskij.
Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion
processes,
Submitted
[ArXiv] - (2024).
- C. Amorino, A. Gloter, H. Halconruy.
Evolving privacy: drift parameter estimation for discretely observed i.i.d.
diffusion processes under LDP,
Stochastic Processes and Applications ; under revision.
[ArXiv] - (2024).
- C. Amorino, D. Belomestny, V. Pilipauskaite, M Podolskij, S. Zhou.
Polynomial rates via deconvolution for
nonparametric estimation in McKean-Vlasov SDEs,
Probability Theory and Related Fields ; under revision.
[ArXiv] - (2024).
- C. Amorino, A. Jaramillo, M. Podolskij.
Optimal estimation of local time and occupation time measure for an alpha-stable Lévy process,
Modern Stochastics: Theory and Applications; pp. 1-20.
[ArXiv] - (2024).
- C. Amorino, A. Gloter.
Minimax rate for multivariate data under componentwise local
differential privacy constraints,
Annals of Statistics; under revision.
[ArXiv] - (2023).
- C. Amorino, A. Jaramillo, M. Podolskij.
Quantitative and stable limits of high-frequency statistics of Lévy processes: a Stein's method approach,
Bernoulli; under revision.
[ArXiv] - (2023).
- C. Amorino, A. Heidari, V. Pilipauskaite, M. Podolskij.
Parameter estimation of discretely observed interacting particle systems,
Stochastic Processes and Applications; pp. 350-386.
[ArXiv] - (2023).
- C. Amorino, A. Gloter.
Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime,
Annales de l’Institut Henri Poincaré: Probabilités et Statistiques; to appear. [ArXiv] - (2022).
- C. Amorino, A. Gloter.
Minimax rate of estimation for invariant densities associated to continuous stochastic differential
equations over anisotropic Holder classes,
Scandinavian Journal of Statistics; to appear. [ArXiv] - (2022).
- C. Amorino, A. Gloter.
Estimation of the invariant density for discretely observed
diffusion processes: impact of the sampling and of the asynchronicity,
Statistics; pp. 213-259. [ArXiv] - (2022).
- C. Amorino, C. Dion, A. Gloter, S. Lemler.
On the nonparametric inference of coefficients
of self-exciting jump-diffusion,
Electronic Journal of Statistics; pp. 3212-3277. [ArXiv] - (2022).
- C. Amorino, E. Nualart.
Optimal convergence rates for the invariant density estimation
of jump-diffusion processes,
ESAIM Probability & Statistics; pp. 126-151. [ArXiv] - (2021).
- C. Amorino.
Rate of estimation for the stationary distribution of jump-processes over
anisotropic Holder classes,
Electronic Journal of Statistics; pp. 5067-5116. [ArXiv] - (2021).
- C. Amorino, A. Gloter.
Invariant density adaptive estimation for ergodic jump diffusion
processes over anisotropic classes,
Journal of Statistical Planning and Inference;
pp. 106 - 129. [ArXiv] - (2021).
- C. Amorino, A. Gloter.
Joint estimation for volatility and drift parameters of ergodic jump
diffusion processes via contrast function,
Statistical Inference for Stochastic Processes;
pp. 61 - 148. [ArXiv] - (2021).
- C. Amorino, A. Gloter.
Unbiased truncated quadratic variation for volatility estimation
in jump diffusion processes,
Stochastic Processes and Applications;
pp. 5888 - 5939. [ArXiv] - (2020).
- C. Amorino, A. Gloter.
Contrast function estimation for the drift parameter of ergodic
jump diffusion process,
Scandinavian Journal of Statistics;
pp. 279 - 346. [ArXiv] - (2020).