In this paper, we consider the problem of parameter estimation for stochastic differential equations with small fractional Lévy noises, based on discrete observations. Under certain regularity conditions on drift function, the consistency of least squares estimation has been established as a small dispersion coefficient 𝜀 → 0 and the number of discrete points n →∞ simultaneously. We also obtain the asymptotic behavior of the estimator.

中文翻译：

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由来自离散观测的小分数 Lévy 噪声驱动的随机微分方程的最小二乘估计器

在本文中，我们考虑了基于离散观测的具有小分数 Lévy 噪声的随机微分方程的参数估计问题。在漂移函数的一定规律性条件下，最小二乘估计的一致性被建立为一个小的离散系数𝜀 → 0和离散点的数量n →∞同时地。我们还获得了估计器的渐近行为。