We study the problem of parameter estimation for discretely observed stochastic processes driven by additive small Lévy noises. We do not impose any moment condition on the driving Lévy process. Under certain regularity conditions on the drift function, we obtain consistency and rate of...

We consider semimartingales with jumps that have finite Lvy measures. The purpose of this article is to estimate integral-type functionals of the Lvy measures from discrete observations. We propose two types of estimators: kernel-type and empirical-type estimators, both of which are obtained by...