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Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes
Wu, Yanfeng, (2021)
Gradient-based simulated maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck stochastic volatility models
Peng, Yi-Jie, (2013)
Approximations for the departure process of the G-G-1 queue with Markov-modulated arrivals
Girish, Muckai K., (2001)