Chiara Amorino
Author
Alternate name Chiara Amorino
Institutions Barcelona School of Economics, Universitat Pompeu Fabra
Past institutions Barcelona School of Economics, University of Luxembourg, Universitat Pompeu Fabra, Laboratoire de Mathématiques, Centre National de la Recherche Scientifique +4 more
ORCID: Yes
H-index: 5
I10-index: 3
Works count: 32
Citations count: 71
Contrast function estimation for the drift parameter of ergodic jump diffusion process
2019 · Chiara Amorino, Arnaud Gloter · Scandinavian Journal of Statistics
Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes
2020 · Chiara Amorino, Arnaud Gloter · Stochastic Processes and their Applications
Invariant density adaptive estimation for ergodic jump–diffusion processes over anisotropic classes
2020 · Chiara Amorino, Arnaud Gloter · Journal of Statistical Planning and Inference