Publications

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

  1. C. Amorino, A. Gloter, H. Halconruy.
    Evolving privacy: drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP,
    Submitted [ArXiv] - Jan 2024.
  2. C. Amorino, D. Belomestny, V. Pilipauskaite, M Podolskij, S. Zhou.
    Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs,
    Submitted [ArXiv] - Jan 2024.
  3. C. Amorino, A. Gloter.
    Minimax rate for multivariate data under componentwise local differential privacy constraints,
    Annals of Statistics; under revision. [ArXiv] - May 2023.
  4. 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.
  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; to appear. [ArXiv] - Oct 2022.
  6. 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.
  7. 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.
  8. 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.
  9. 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] - Oct 2021.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.

Talks

  • Workshop in Time Series and Directional Statistics, Esch-sur-Alzette, Luxembourg (invited) - Feb 29, 2024
  • Stochastic Analysis and Statistics, Tokyo, Japan (invited) - Feb 6-8, 2024
  • Séminaire de Statistique du LPSM , Paris, France (invited) - Jan 23, 2024
  • Symposium on Probability and Stochastic Processes, Guanajuato, Mexico (invited) - Nov 20-24, 2023
  • L^2 Workshop in Probability and Statistics, Metz, France (invited) - Sep 14-15, 2023
  • Kyoto Seminar, Kyoto, Japan (invited) - Sep 4-6, 2023
  • Waseda Seminar, Tokyo, Japan (invited) - Sep 1-2, 2023
  • Workshop on random matrix theory and high dimensional statistics for complex system, Esch-sur-Alzette, Luxembourg (invited) - Aug 29-31, 2023
  • Florence-Paris workshop on Mathematical Finance, Florence, Italy (invited) - Jul 10-11, 2023
  • Nordstat 2023 , Gothenburg, Sweden - Jun 19-22, 2023
  • SIAM Conference on Financial Mathematics and Engineering , Philadelphia, US (invited) - Jun 6-9, 2023
  • Dynstoch 2023 , London, United Kingdom - Mar 27-29, 2023
  • German Probability and Statistics Days 2023 , Essen, Germany - Mar 7-10, 2023
  • Luxembourg Workshop in Stochastic Analysis , Esch-sur-Alzette, Luxembourg (invited) - Feb 15-17, 2023
  • Workshop at University of Verona , Verona, Italy (invited) - Feb 15, 2023
  • Workshop at Universitat Pompeu Fabra Barcelona , Barcelona, Spain (invited) - Feb 2, 2023
  • Bergamo-Waseda workshop on Inference for Stochastic Process and Applications , Bergamo, Italy (invited) - Jan 26-28, 2023
  • Waseda - Luxembourg Workshop , Esch-sur-Alzette, Luxembourg (invited) - Jan 23-25, 2023
  • Dynstoch 2022 , Paris, France - Jun 29- Jul 1, 2022
  • International Symposium of Nonparametric Statistics 2022 , Paphos, Cyprus (invited) - Jun 20-24, 2022
  • Third Italian Meeting on Probability and Mathematical Statistics , Bologna, Italy (invited) - Jun 13-16, 2022
  • Workshop at Universitat Pompeu Fabra Barcelona , Barcelona, Spain (invited) - Apr 26, 2022
  • Séminaire de Probabilités et Statistique du laboratoire Modal X (Canceled) , Nanterre, France (invited) - Mar 10, 2022
  • Workshop at National University of Ireland , Maynooth, Ireland (invited) - Feb 9, 2022
  • Séminaire de Probabilités et Statistique du CERMICS , Paris, France (invited) - Dec 9, 2021
  • Séminaire de Probabilités et Statistique de l’INRIA PASTA, La Petite Pierre, France (invited) - Nov 26, 2021
  • Séminaire de Probabilités et Statistique de l’IECL - Université de Nancy, Nancy, France (invited) - Nov 25, 2021
  • WIP seminar - Luxembourg University, Esch-sur-Alzette, Luxembourg (invited) - Nov 22, 2021
  • Stochastic processes and statistics workshop at Humboldt-Universitat zu Berlin , Berlin, Germany (invited) - Oct 21, 2021
  • Probability and Statistics seminar - Luxembourg University, Esch-sur-Alzette, Luxembourg (invited) - Mar 11, 2021
  • Séminaire de Statistique du LMRS, Rouen, France (invited) - Jan 21, 2021
  • Webinar Se Mi Narri di Matematica, Pavia, Italy (invited) - Jan 12, 2021
  • Séminaire Parisien de Statistique, Paris, France (invited) - Sep 21, 2020
  • Defense PhD, Évry, France - Jul 2, 2020
  • Dynstoch 2020 (Canceled, due to Covid-19 emergency), Aarhus, Denmark - Jun 10-12, 2020
  • Workshop Humboldt-Universitat zu Berlin, Berlin, Germany (invited) - May 20, 2020
  • Jeunes Probabilistes et Statisticiens 2020 (Canceled, due to Covid-19 emergency), Saint Pierre d’Oléron, France - May 10-15, 2020
  • German Probability and Statistics Days 2020 (Canceled, due to Covid-19 emergency), Dresden, Germany - Mar 24-27, 2020
  • Web conference École Polytechnique, Paris, France (invited) - Mar 19, 2020
  • StatMathAppli 2019, Frejus, France - Sep 2-6, 2019
  • Second Italian Meeting on Probability and Mathematical Statistics, Vietri sul Mare, Italy - Jun 17-20, 2019
  • Dynstoch 2019, Delft, The Netherlands - Jun 12-14, 2019

Organization conferences:

  • Co-organizer of a Workshop on random matrix theory and high dimensional statistics for complex system with Mark Podoslkij and Wangjun Yuan at the Mathematics Department of the University of Luxembourg, 28 August - 1 September 2023.
  • Co-organizer of Statistics for Stochastic Processes: SDEs, SPDEs and concentration of measure with Mark Podoslkij and Markus Reiss at the Mathematics Department of the University of Luxembourg, 7-9 September 2022.

Review activity for the following journals

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