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Statistical Inference for Stochastic Processes, 2020, Volume 23, Issue 3, Pages 553–570
DOI: https://doi.org/10.1007/s11203-020-09210-8 (Mi sisp2) 		 
This article is cited in 2 scientific papers (total in 2 papers)

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

Alexander Gushchinab, Ilya Pavlyukevichc, Marian Ritschc

a Steklov Mathematical Institute of Russian Academy of Sciences, 8 Gubkina St., Moscow, Russia 119991
b National Research University Higher School of Economics, Moscow, Russia
c Institute of Mathematics, Friedrich Schiller University Jena, Ernst–Abbe–Platz 2, 07743 Jena, Germany
Citations (2)
DOI: https://doi.org/10.1007/s11203-020-09210-8
Funding agency Grant number
German Academic Exchange Service (DAAD)
The authors thank the DAAD exchange programme Eastern Partnership for financial support.
Received: 25.11.2019
Accepted: 18.03.2020
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Document Type: Article
Language: English
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