Amorino, Chiara
- Parameter estimation of discretely observed interacting particle systems
2022/08/25 by Amorino, Chiara, Heidari, Akram, Pilipauskaitė, Vytautė +1 · 8 citations
#FOS: Mathematics #Statistics Theory (math.ST)
- Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs
2024/01/09 by Amorino, Chiara, Belomestny, Denis, Pilipauskaitė, Vytautė +2 · 5 citations
#FOS: Mathematics #Statistics Theory (math.ST)
- Invariant density adaptive estimation for ergodic jump diffusion processes over anisotropic classes
2020/01/21 by Amorino, Chiara, Gloter, Arnaud · 1 citation
#FOS: Mathematics #Statistics Theory (math.ST)
- Kinetic interacting particle system: parameter estimation from complete and partial discrete observations
2024/10/14 by Amorino, Chiara, Pilipauskaitė, Vytautė · 2 citations
#FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity
2022/03/02 by Chiara Amorino, Amorino, Chiara, Arnaud Gloter +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Mathematical Biology Tumor Growth #Statistical Methods and Inference #Statistics Theory (math.ST) #Stochastic processes and financial applications
- Nonparametric estimation of the stationary density for Hawkes-diffusion systems with known and unknown intensity
2024/12/11 by Amorino, Chiara, Dion-Blanc, Charlotte, Gloter, Arnaud +1 · 1 citation
#60J60 #62F12 #62G05 #FOS: Mathematics #Statistics Theory (math.ST)
- Evolving privacy: drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP
2024/01/31 by Chiara Amorino, Amorino, Chiara, Arnaud Gloter +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · Computer Science · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Privacy-Preserving Technologies in Data