Parameter estimation for partially observed stochastic processes driven by Ornstein-Uhlenbeck processes with small Lévy noises

Chunyang Wang, Huisheng Shu, Yiwei Shi, Xuekang Zhang. Parameter estimation for partially observed stochastic processes driven by Ornstein-Uhlenbeck processes with small Lévy noises. Int. J. Systems Science, 57(1):167-175, January 2026. [doi]

Abstract

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