Publications

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

  • C. Amorino, A. Gloter. Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity, submitted [ArXiv] - Feb 2022.
  • C. Amorino, A. Gloter. Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Holder classes, submitted [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, under minor revision for Electronic Journal of Statistics. [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.

Given Talks

  • 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

Review activity for the following journals

  • 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
  • Stochastic Processes and Applications