On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process

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Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (2010, unknown): “(See Masuda [14] for details.)”
Criteria for ergodicity of Lévy type operators in dimension one (2008, background): “(32) Recently, in [17] some conditions on the process Z t are presented to guarantee (H).”
Ornstein–Uhlenbeck Processes and Extensions (2009, background): “We note in particular Brockwell, Erdenebaatar and Lindner (2006) (a COGARCH(p, q)); Masuda (2004) (a multidimensional OU process); Aalen and Gjessing (2004) (an interesting connection between the finance and survival analysis applications); Novikov (2004) (passage time problems); Kondo et al.…”
Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (2009, methodology): “In a particular parametric application, part (a) of A1 can be directly verified using for example Theorem VIII.3.79 in Jacod and Shiryaev (2003) or using mixing conditions (e.g. the ones in Masuda (2004) for the Lévy-driven CARMA processes that we estimate in the empirical part2).”