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20072021
most citedUniform LAN property of locally stable Lévy process observed at high frequency

8 citations · 12 across the 7 of their papers we have counts for

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stat.ME2021

Parameter estimation in models generated by SDE's with symmetric alpha stable noise

D. O. Ivanenko, R. V. Pogorielov

The article considers vector parameter estimators in statistical models generated by Levy processes. An improved one step estimator is presented that can be used for improving any…