Alexander Gushchin, Ilya Pavlyukevich, Marian Ritsch, “Drift estimation for a Lévy–driven Ornstein–Uhlenbeck process with heavy tails”, Stat. Inference Stoch. Process., 2020, Volume 23, Issue 3,Pages <nobr>553–570</nobr>

RUS ENG

JOURNALS // Statistical Inference for Stochastic Processes // Archive

Stat. Inference Stoch. Process., 2020, Volume 23, Issue 3, Pages 553–570 (Mi sisp2)

This article is cited in 2 papers

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

Alexander Gushchin^ab, Ilya Pavlyukevich^c, Marian Ritsch^c

^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

Received: 25.11.2019
Accepted: 18.03.2020

Language: English

DOI: 10.1007/s11203-020-09210-8

Cited by

Bibliographic databases:

© Steklov Math. Inst. of RAS, 2026