Details about Chiara Amorino
Access statistics for papers by Chiara Amorino.
Last updated 2026-05-19. Update your information in the RePEc Author Service.
Short-id: pam309
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Working Papers
2026
- Concentration Inequalities for Suprema of Empirical Processes with Dependent Data via Generic Chaining with Applications to Statistical Learning
Papers, arXiv.org 
Journal Articles
2026
- Fractional interacting particle system: Drift parameter estimation via Malliavin calculus
Stochastic Processes and their Applications, 2026, 195, (C)
2025
- Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP
Stochastic Processes and their Applications, 2025, 181, (C)
- Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes
Scandinavian Journal of Statistics, 2025, 52, (1), 185-248
2023
- Parameter estimation of discretely observed interacting particle systems
Stochastic Processes and their Applications, 2023, 163, (C), 350-386 View citations (1)
2021
- Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function
Statistical Inference for Stochastic Processes, 2021, 24, (1), 61-148 View citations (2)
2020
- Contrast function estimation for the drift parameter of ergodic jump diffusion process
Scandinavian Journal of Statistics, 2020, 47, (2), 279-346 View citations (5)
- Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes
Stochastic Processes and their Applications, 2020, 130, (10), 5888-5939 View citations (6)
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