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Modern Stochastics: Theory and Applications


Cited by 1
LAN property for discretely observed solutions to Lévy driven SDE’s

Drift estimation for a Lévy-driven Ornstein–Uhlenbeck process with heavy tails
Alexander Gushchin, Ilya Pavlyukevich, Marian Ritsch
https://doi.org/10.1007/s11203-020-09210-8
Journal:  Statistical Inference for Stochastic Processes Volume 23, Issue 3 (2020), p. 553


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