2
H index
0
i10 index
9
Citations
Barcelona School of Economics (BSE) | 2 H index 0 i10 index 9 Citations RESEARCH PRODUCTION: 7 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Chiara Amorino. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Stochastic Processes and their Applications | 4 |
| Scandinavian Journal of Statistics | 2 |
| Year | Title of citing document |
|---|---|
| 2026 | The multivariate fractional Ornstein–Uhlenbeck process. (2026). Dugo, Ranieri ; Pigato, Paolo ; Giorgio, Giacomo. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:192:y:2026:i:c:s0304414925002583. Full description at Econpapers || Download paper |
| 2025 | Statistical inference in SEM for diffusion processes with jumps based on high-frequency data. (2025). Kusano, Shogo ; Uchida, Masayuki. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:28:y:2025:i:3:d:10.1007_s11203-025-09339-4. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2026 | Concentration Inequalities for Suprema of Empirical Processes with Dependent Data via Generic Chaining with Applications to Statistical Learning In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Contrast function estimation for the drift parameter of ergodic jump diffusion process In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 3 |
| 2025 | Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 5 |
| 2023 | Parameter estimation of discretely observed interacting particle systems In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 0 |
| 2025 | Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 0 |
| 2026 | Fractional interacting particle system: Drift parameter estimation via Malliavin calculus In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 0 |
| 2021 | Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function In: Statistical Inference for Stochastic Processes. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2026. Contact: CitEc Team