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Chiara Amorino

Universitat Pompeu Fabra (per OpenAlex) · ORCID · OpenAlex

19 papers in scope · 18 published · 1 on the econ.EM arXiv · 111 citations · h-index 6 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Guðmundur Guðmundsson
  2. Christian T. Brownlees
  3. Sidonia McKenzie
  4. Jonathan Auerbach
  5. Ankita Ghosh
  6. Ya Ping Wang
  7. Eric Auerbach
  8. Jushan Bai
  9. Jonas Striaukas
  10. Éric Ghysels
  11. Jianqing Fan
  12. Serena Ng
  13. Andrii Babii
  14. Marcelo C. Medeiros
  15. Kengo Kato
  16. Denis Chetverikov
  17. Ricardo Masini
  18. Victor Chernozhukov
  19. Alexandre Belloni
  20. Eleftheria Kelekidou

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 19)

Kinetic interacting particle system: Parameter estimation from complete and partial discrete observations
published2026 · Stochastic Processes and their Applications
with Vytautė Pilipauskaitė
Stochastic Processes and their Applications
Fractional interacting particle system: Drift parameter estimation via Malliavin calculus
published2025 · Stochastic Processes and their Applications · 2 citations
with Ivan Nourdin, Radomyra Shevchenko
Stochastic Processes and their Applications
Concentration Inequalities for Suprema of Empirical Processes with Dependent Data via Generic Chaining with Applications to Statistical Learning
working paper2025 · arXiv
with Christian T. Brownlees, Ankita Ghosh
Paper profile arXiv arXiv:2511.00597
Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime
published2025 · Annales de l Institut Henri Poincaré Probabilités et Statistiques · first circulated 2022
with Arnaud Gloter
Annales de l Institut Henri Poincaré Probabilités et Statistiques
Minimax rate for multivariate data under componentwise local differential privacy constraints
published2025 · The Annals of Statistics · 2 citations · first circulated 2023
with Arnaud Gloter
The Annals of Statistics
Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes
published2025 · Electronic Journal of Statistics · 1 citations · first circulated 2024
with Francisco Pina, Mark Podolskij
Electronic Journal of Statistics
Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP
published2024 · Stochastic Processes and their Applications · 1 citations
with Arnaud Gloter, Hélène Halconruy
Stochastic Processes and their Applications
Polynomial rates via deconvolution for nonparametric estimation in McKean–Vlasov SDEs
published2024 · Probability Theory and Related Fields · 10 citations
with Denis Belomestny, Vytautė Pilipauskaitė, Mark Podolskij, Shiyuan Zhou
Probability Theory and Related Fields
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes
published2024 · Scandinavian Journal of Statistics · 2 citations · first circulated 2021
with Arnaud Gloter
Scandinavian Journal of Statistics
Optimal estimation of the local time and the occupation time measure for an α-stable Lévy process
published2024 · Modern Stochastics Theory and Applications · 1 citations · first circulated 2022
with Arturo Jaramillo, Mark Podolskij
Modern Stochastics Theory and Applications
Parameter estimation of discretely observed interacting particle systems
published2023 · Stochastic Processes and their Applications · 21 citations · first circulated 2022
with Akram Heidari, Vytautė Pilipauskaitė, Mark Podolskij
Stochastic Processes and their Applications
Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity
published2023 · Statistics · 2 citations · first circulated 2022
with Arnaud Gloter
Statistics
On the nonparametric inference of coefficients of self-exciting jump-diffusion
published2022 · Electronic Journal of Statistics · 4 citations
with Charlotte Dion-Blanc, Arnaud Gloter, Sarah Lemler
Electronic Journal of Statistics
Optimal convergence rates for the invariant density estimation of jump-diffusion processes
published2022 · ESAIM Probability and Statistics · 5 citations · first circulated 2021
with Eulàlia Nualart
ESAIM Probability and Statistics
Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes
published2021 · Electronic Journal of Statistics · 6 citations · first circulated 2020
Electronic Journal of Statistics
Invariant density adaptive estimation for ergodic jump–diffusion processes over anisotropic classes
published2020 · Journal of Statistical Planning and Inference · 12 citations
with Arnaud Gloter
Journal of Statistical Planning and Inference
Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function
published2020 · Statistical Inference for Stochastic Processes · 7 citations · first circulated 2019
with Arnaud Gloter
Statistical Inference for Stochastic Processes
Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes
published2020 · Stochastic Processes and their Applications · 12 citations · first circulated 2019
with Arnaud Gloter
Stochastic Processes and their Applications
Contrast function estimation for the drift parameter of ergodic jump diffusion process
published2019 · Scandinavian Journal of Statistics · 23 citations · first circulated 2018
with Arnaud Gloter
Scandinavian Journal of Statistics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.