2 papers
math.PR2023
Stochastic energy-balance model with a moving ice line
Ilya Pavlyukevich, Marian Ritsch
In [SIAM J. Appl. Dyn. Sys., 12(4):2068--2092, 2013], Widiasih proposed and analyzed a deterministic one-dimensional Budyko-Sellers energy-balance model with a moving ice-line. In…
math.ST2019
Drift Estimation for a Lévy-Driven Ornstein-Uhlenbeck Process with Heavy Tails
Alexander Gushchin, Ilya Pavlyukevich, Marian Ritsch
We consider the problem of estimation of the drift parameter of an ergodic Ornstein--Uhlenbeck type process driven by a Lévy process with heavy tails. The process is observed conti…