Publications
You may download preprint versions (arXiv), for the final versions consult the original sources.
- C. Amorino, A. Gloter.
Minimax rate for multivariate data under componentwise local
differential privacy constraints,
Submitted
[ArXiv] - May 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] - Feb 2023.
- 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; under revision.
[ArXiv] - Oct 2022.
- C. Amorino, A. Heidari, V. Pilipauskaite, M. Podolskij.
Parameter estimation of discretely observed interacting particle systems,
Stochastic Processes and Applications; to appear.
[ArXiv] - Aug 2022.
- 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; under revision.[ArXiv] - Aug 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. 1-47. [ArXiv] - Feb 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; under revision.[ArXiv] - Oct 2021.
- C. Amorino, E. Nualart.
Optimal convergence rates for the invariant density estimation
of jump-diffusion processes,
ESAIM Probability & Statistics; pp. 126-151. [ArXiv] - Jan 2021.
- 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] - Nov 2020.
- C. Amorino.
Rate of estimation for the stationary distribution of jump-processes over
anisotropic Holder classes,
Electronic Journal of Statistics; pp. 5067-5116. [ArXiv] - Nov 2020.
- 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] - Jan 2020.
- 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. 1 - 88. [ArXiv] - Oct 2019.
- C. Amorino, A. Gloter.
Unbiased truncated quadratic variation for volatility estimation
in jump diffusion processes,
Stochastic Processes and Applications;
pp. 5888 - 5939. [ArXiv] - Apr 2019.
- C. Amorino, A. Gloter.
Contrast function estimation for the drift parameter of ergodic
jump diffusion process,
Scandinavian Journal of Statistics;
pp. 1 - 68. [ArXiv] - Jul 2018.