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] - (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] - (2024).
3. 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).
4. C. Amorino, A. Gloter.
   Minimax rate for multivariate data under componentwise local differential privacy constraints,
   Annals of Statistics; under revision. [ArXiv] - (2023).
5. 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).
6. 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).
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; to appear. [ArXiv] - (2022).
8. 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).
9. 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).
10. 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).
11. C. Amorino, E. Nualart.
    Optimal convergence rates for the invariant density estimation of jump-diffusion processes,
    ESAIM Probability & Statistics; pp. 126-151. [ArXiv] - (2021).
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] - (2021).
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] - (2021).
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. 61 - 148. [ArXiv] - (2021).
15. C. Amorino, A. Gloter.
    Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes,
    Stochastic Processes and Applications; pp. 5888 - 5939. [ArXiv] - (2020).
16. 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
• 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