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All issues ESAIM: PS, 17 (2013) 13-32 Article references

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Cited article:

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ESAIM: Probability and Statistics 23 136 (2019)
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Efficient estimation of stable Lévy process with symmetric jumps

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Statistical Inference for Stochastic Processes 21 (2) 289 (2018)
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Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Lévy processes

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Stochastic Processes and their Applications 125 (6) 2316 (2015)
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Local Asymptotic Normality Property for Ornstein–Uhlenbeck Processes with Jumps Under Discrete Sampling

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Fisher Information for Fractional Brownian Motion Under High-Frequency Discrete Sampling

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Sampled-Data H2 Signal Reconstruction Approach to Weak Approximation Problem for Levy Processes

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