A note on ``Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises'' (Q990921): Difference between revisions

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+https://doi.org/10.1016/j.spl.2010.06.006
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+W1978009942
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Q5560061
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+Q3721531
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+Estimation for stochastic differential equations with a small diffusion coefficient
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+Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises
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+Q4301585
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