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Cited article:

LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process

Emmanuelle Clément, Arnaud Gloter, Huong Nguyen

ESAIM: PS, 23 (2019) 136-175

Published online: 2019-05-01

DOI: https://doi.org/10.1051/ps/2018007

This article has been cited by the following article(s):

Estimating functions for SDE driven by stable Lévy processes

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Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 55 (3) (2019)
DOI: 10.1214/18-AIHP920
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Drift estimation for a Lévy-driven Ornstein–Uhlenbeck process with heavy tails

Alexander Gushchin, Ilya Pavlyukevich and Marian Ritsch
Statistical Inference for Stochastic Processes 23 (3) 553 (2020)
DOI: 10.1007/s11203-020-09210-8
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Parameter estimation for a discrete time model driven by fractional Poisson process

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Communications in Statistics - Theory and Methods 1 (2021)
DOI: 10.1080/03610926.2021.1973504
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Joint estimation for SDE driven by locally stable Lévy processes

Emmanuelle Clément and Arnaud Gloter
Electronic Journal of Statistics 14 (2) (2020)
DOI: 10.1214/20-EJS1737
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