| Contrast function estimation for the drift parameter of ergodic jump diffusion process C Amorino, A Gloter Scandinavian Journal of Statistics 47 (2), 279-346, 2020 | 22 | 2020 |
| Parameter estimation of discretely observed interacting particle systems C Amorino, A Heidari, V Pilipauskaitė, M Podolskij Stochastic Processes and their Applications 163, 350-386, 2023 | 17 | 2023 |
| Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes C Amorino, A Gloter Stochastic Processes and their Applications 130 (10), 5888-5939, 2020 | 16 | 2020 |
| Invariant density adaptive estimation for ergodic jump–diffusion processes over anisotropic classes C Amorino, A Gloter Journal of Statistical Planning and Inference 213, 106-129, 2021 | 15 | 2021 |
| Optimal convergence rates for the invariant density estimation of jump-diffusion processes C Amorino, E Nualart arXiv preprint arXiv:2101.08548, 2021 | 6 | 2021 |
| Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes C Amorino arXiv preprint arXiv:2011.11994, 2020 | 6 | 2020 |
| On the nonparametric inference of coefficients of self-exciting jump-diffusion C Amorino, C Dion-Blanc, A Gloter, S Lemler Electronic Journal of Statistics 16 (1), 3212-3277, 2022 | 5 | 2022 |
| Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Holder classes C Amorino, A Gloter arXiv preprint arXiv:2110.02774, 2021 | 4 | 2021 |
| Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function C Amorino, A Gloter Statistical Inference for Stochastic Processes 24, 61-148, 2021 | 4 | 2021 |
| Optimal estimation of the local time and the occupation time measure for an α-stable Lévy process C Amorino, A Jaramillo, M Podolskij Modern Stochastics: Theory and Applications, 1-20, 2024 | 2 | 2024 |
| Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity C Amorino, A Gloter Statistics 57 (1), 213-259, 2023 | 2 | 2023 |
| Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime C Amorino, A Gloter arXiv preprint arXiv:2208.03253, 2022 | 2 | 2022 |
| Evolving privacy: drift parameter estimation for discretely observed iid diffusion processes under LDP C Amorino, A Gloter, H Halconruy arXiv preprint arXiv:2401.17829, 2024 | 1 | 2024 |
| Minimax rate for multivariate data under componentwise local differential privacy constraints C Amorino, A Gloter arXiv preprint arXiv:2305.10416, 2023 | 1 | 2023 |
| Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs C Amorino, D Belomestny, V Pilipauskaitė, M Podolski, SY Zhou arXiv preprint arXiv:2401.04667, 2024 | | 2024 |
| Quantitative and stable limits of high-frequency statistics of L\'evy processes: a Stein's method approach C Amorino, A Jaramillo, M Podolskij arXiv preprint arXiv:2302.05885, 2023 | | 2023 |
| Parameter estimation of discretely observed interacting particle systems V Pilipauskaitė, C Amorino, A Heidari, M Podolskij | | 2022 |
| Minimax rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes. C Amorino | | 2020 |
| On the nonparametric inference of coefficients of self-exciting jump-diffusion C Amorino, C Dion, A Gloter, S Lemler | | 2020 |
| Bias correction for drift and volatility estimation of jump diffusion processes and non-parametric adaptive estimation of the invariant measure C Amorino université Paris-Saclay, 2020 | | 2020 |
Charlotte DionMaître de conférences, LPSM, Sorbonne UniversitéAdresse e-mail validée de upmc.fr
