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Belomestny D., Orlova T., Panov V. Statistica Neerlandica. 2019. Vol. 1. P. 100-117.

We consider a new method of semiparametric statistical estimation for the continuous-time moving-average Lévy processes. We derive the convergence rates of the proposed estimators and show that these rates are optimal in minimax sense.

Added: Apr 28, 2018