Quasi-likelihood analysis for the stochastic differential equation with jumps

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Least squares estimators for stochastic differential equations driven by small Lévy noises (2017, methodology): “We refer to Sundaresan [38] and Fan [7] for overviews, Barndorff-Nielsen, Mikosch and Resnick [2] for recent developments on Lévy-driven processes, and Sørensen [34], Shimizu and Yoshida [33], Shimizu [30], Ogihara and Yoshida [26] and Masuda [25] for statistical inference.”
Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (2013, methodology): “in particular, the optimal rate of convergence in estimating α is √ Tn, achieved by our GQMLE α̂n; for details, see Shimizu and Yoshida [38] and Ogihara and Yoshida [36], as well as the references therein.”