Publications

You may download preprint versions (arXiv), for the final versions consult the original sources.

  1. 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).
  2. C. Amorino, F. Pina, M. Podolskij.
    Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes,
    Submitted [ArXiv] - (2024).
  3. 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).
  4. 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).
  5. 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).
  6. C. Amorino, A. Gloter.
    Minimax rate for multivariate data under componentwise local differential privacy constraints,
    Annals of Statistics; under revision. [ArXiv] - (2023).
  7. 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).
  8. 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).
  9. 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).
  10. 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).
  11. 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).
  12. 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).
  13. C. Amorino, E. Nualart.
    Optimal convergence rates for the invariant density estimation of jump-diffusion processes,
    ESAIM Probability & Statistics; pp. 126-151. [ArXiv] - (2021).
  14. 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).
  15. 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).
  16. 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).
  17. C. Amorino, A. Gloter.
    Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes,
    Stochastic Processes and Applications; pp. 5888 - 5939. [ArXiv] - (2020).
  18. 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).

Review activity for the following journals

  • AIMS Mathematics
  • Annals of Statistics
  • Applied Mathematics and Computation
  • Bernoulli
  • Cogent Economics and Finance
  • Econometric Theory
  • Electronic Journal of Statistics
  • Journal of Computational and Applied Mathematics
  • Journal of Econometrics
  • Journal of Multivariate Analysis
  • Mathematical Methods in the Applied Sciences
  • Statistica Sinica
  • Statistical Inference for Stochastic Processes
  • Stochastic Processes and Applications
  • Stochastics
  • Theory of Probability and Mathematical Statistics