Parameter estimation for Ornstein-Uhlenbeck processes driven by α-stable Lévy motions

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Parameter estimation for fractional Ornstein–Uhlenbeck processes (2009, background): “For example, when Zt is an α-stable process maximum likelihood estimators do not exist and other approaches are proposed in [5] and [6].”
Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case (2011, methodology): “[6] Y. Hu and H. Long.”
Least squares estimator for Ornstein―Uhlenbeck processes driven by α-stable motions (2009, methodology): “[8] Y. Hu, H. Long, Parameter estimation for Ornstein-Uhlenbeck processes driven by α-stable Lévy motions, to appear in Communications on Stochastic Analysis, 2007.”
Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (2009, background): “Recently, Hu and Long (2007, 2009) have started the study on parameter estimation for Ornstein–Uhlenbeck processes driven by α-stable Lévy motions.”