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Chiara Amorino

Personal Details

First Name:Chiara
Middle Name:
Last Name:Amorino
Suffix:
RePEc Short-ID:pam309
[This author has chosen not to make the email address public]
https://chiaraamorino.github.io

Affiliation

Departament d'Economia i Empresa
Universitat Pompeu Fabra
Barcelona School of Economics (BSE)

Barcelona, Spain
http://www.econ.upf.edu/
RePEc:edi:deupfes (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Chiara Amorino & Christian Brownlees & Ankita Ghosh, 2025. "Concentration Inequalities for Suprema of Empirical Processes with Dependent Data via Generic Chaining with Applications to Statistical Learning," Papers 2511.00597, arXiv.org, revised Feb 2026.

Articles

  1. Amorino, Chiara & Nourdin, Ivan & Shevchenko, Radomyra, 2026. "Fractional interacting particle system: Drift parameter estimation via Malliavin calculus," Stochastic Processes and their Applications, Elsevier, vol. 195(C).
  2. Amorino, Chiara & Gloter, Arnaud & Halconruy, Hélène, 2025. "Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP," Stochastic Processes and their Applications, Elsevier, vol. 181(C).
  3. Chiara Amorino & Arnaud Gloter, 2025. "Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 52(1), pages 185-248, March.
  4. Amorino, Chiara & Heidari, Akram & Pilipauskaitė, Vytautė & Podolskij, Mark, 2023. "Parameter estimation of discretely observed interacting particle systems," Stochastic Processes and their Applications, Elsevier, vol. 163(C), pages 350-386.
  5. Chiara Amorino & Arnaud Gloter, 2021. "Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function," Statistical Inference for Stochastic Processes, Springer, vol. 24(1), pages 61-148, April.
  6. Chiara Amorino & Arnaud Gloter, 2020. "Contrast function estimation for the drift parameter of ergodic jump diffusion process," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(2), pages 279-346, June.
  7. Amorino, Chiara & Gloter, Arnaud, 2020. "Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes," Stochastic Processes and their Applications, Elsevier, vol. 130(10), pages 5888-5939.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Amorino, Chiara & Heidari, Akram & Pilipauskaitė, Vytautė & Podolskij, Mark, 2023. "Parameter estimation of discretely observed interacting particle systems," Stochastic Processes and their Applications, Elsevier, vol. 163(C), pages 350-386.

    Cited by:

    1. Amorino, Chiara & Gloter, Arnaud & Halconruy, Hélène, 2025. "Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP," Stochastic Processes and their Applications, Elsevier, vol. 181(C).

  2. Chiara Amorino & Arnaud Gloter, 2021. "Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function," Statistical Inference for Stochastic Processes, Springer, vol. 24(1), pages 61-148, April.

    Cited by:

    1. Mitsuki Kobayashi & Yasutaka Shimizu, 2023. "Threshold estimation for jump-diffusions under small noise asymptotics," Statistical Inference for Stochastic Processes, Springer, vol. 26(2), pages 361-411, July.
    2. Amorino, Chiara & Heidari, Akram & Pilipauskaitė, Vytautė & Podolskij, Mark, 2023. "Parameter estimation of discretely observed interacting particle systems," Stochastic Processes and their Applications, Elsevier, vol. 163(C), pages 350-386.

  3. Chiara Amorino & Arnaud Gloter, 2020. "Contrast function estimation for the drift parameter of ergodic jump diffusion process," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(2), pages 279-346, June.

    Cited by:

    1. Shogo Kusano & Masayuki Uchida, 2025. "Statistical inference in SEM for diffusion processes with jumps based on high-frequency data," Statistical Inference for Stochastic Processes, Springer, vol. 28(3), pages 1-44, December.
    2. Amorino, Chiara & Heidari, Akram & Pilipauskaitė, Vytautė & Podolskij, Mark, 2023. "Parameter estimation of discretely observed interacting particle systems," Stochastic Processes and their Applications, Elsevier, vol. 163(C), pages 350-386.
    3. Dugo, Ranieri & Giorgio, Giacomo & Pigato, Paolo, 2026. "The multivariate fractional Ornstein–Uhlenbeck process," Stochastic Processes and their Applications, Elsevier, vol. 192(C).
    4. Amorino, Chiara & Gloter, Arnaud & Halconruy, Hélène, 2025. "Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP," Stochastic Processes and their Applications, Elsevier, vol. 181(C).
    5. Alejandra López-Pérez & Manuel Febrero-Bande & Wencesalo González-Manteiga, 2021. "Parametric Estimation of Diffusion Processes: A Review and Comparative Study," Mathematics, MDPI, vol. 9(8), pages 1-27, April.

  4. Amorino, Chiara & Gloter, Arnaud, 2020. "Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes," Stochastic Processes and their Applications, Elsevier, vol. 130(10), pages 5888-5939.

    Cited by:

    1. Milan Kumar Das & Anindya Goswami & Sharan Rajani, 2023. "Inference of Binary Regime Models with Jump Discontinuities," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 49-86, May.
    2. Markus Bibinger, 2024. "Probabilistic models and statistics for electronic financial markets in the digital age," Papers 2406.07388, arXiv.org.
    3. Boniece, B. Cooper & Figueroa-López, José E. & Han, Yuchen, 2024. "Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations," Stochastic Processes and their Applications, Elsevier, vol. 176(C).
    4. B. Cooper Boniece & Jos'e E. Figueroa-L'opez & Yuchen Han, 2022. "Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations," Papers 2209.10128, arXiv.org, revised Apr 2024.
    5. Chiara Amorino & Arnaud Gloter, 2021. "Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function," Statistical Inference for Stochastic Processes, Springer, vol. 24(1), pages 61-148, April.
    6. B. Cooper Boniece & Jos'e E. Figueroa-L'opez & Yuchen Han, 2022. "Efficient Volatility Estimation for L\'evy Processes with Jumps of Unbounded Variation," Papers 2202.00877, arXiv.org.

More information

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Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2025-11-10. Author is listed

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