Chiara Amorino
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| Department | Fachbereich Mathematik | ||||
| Postadresse |
Université du Luxembourg Maison du Nombre 6, Avenue de la Fonte L-4364 Esch-sur-Alzette |
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| Büroadresse | MNO, E06 0615-140 | ||||
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| Telefon | (+352) 46 66 44 5142 | ||||
To Chiara Amorino's personal webpage: https://math.uni.lu/amorino/
Last updated on: Montag, den 14. Juni 2021
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In press
Invariant density adaptive estimation for ergodic jump diffusion processes over anisotropic classes;
in Journal of Statistical Planning and Inference (in press)
2022
2021
Optimal convergence rates for the invariant density estimation of jump-diffusion processes;
E-print/Working paper (2021)
2020
Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes.E-print/Working paper (2020)
On the nonparametric inference of coefficients of self-exciting jump-diffusion; ; ;
E-print/Working paper (2020)
Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes;
in Stochastic Processes and Their Applications (2020)
Contrast function estimation for the drift parameter of ergodic jump diffusion process;
in Scandinavian Journal of Statistics (2020)
Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function;
in Statistical Inference for Stochastic Processes (2020)
| URL: https://wwwde.uni.lu/forschung/fstm/dmath/people/chiara_amorino | Datum: Sonntag, den 04. Juni 2023, 22:59 |