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Drift estimation for a Lévy-driven Ornstein–Uhlenbeck process with heavy tails

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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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