| ABSTRACT | 第5页 |
| 摘要 | 第6-9页 |
| Chapter 1 Preliminaries | 第9-16页 |
| 1.1 Fractional Brownian motion and FLP | 第9-10页 |
| 1.2 O-U process of second kind and α-stable L′evy process | 第10-12页 |
| 1.3 Multifractional stable sheets and local times | 第12-16页 |
| Chapter 2 Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes | 第16-31页 |
| 2.1 Introduction | 第16-18页 |
| 2.2 Consistency of least squares estimator | 第18-25页 |
| 2.3 Asymptotic distributions of least squares estimator | 第25-29页 |
| 2.4 Simulation | 第29-31页 |
| Chapter 3 Parameter estimator for Ornstein-Uhlenbeck process of second kind driven by α-stable Lévy process | 第31-45页 |
| 3.1 Introduction | 第31-33页 |
| 3.2 Ergodic Case | 第33-37页 |
| 3.3 Non-Ergodic Case | 第37-41页 |
| 3.4 Discrete observation and simulation | 第41-45页 |
| Chapter 4 Local times of multifractional stable sheets | 第45-57页 |
| 4.1 Introduction | 第45-46页 |
| 4.2 Local times of multifractional stable sheets | 第46-57页 |
| References | 第57-62页 |
| 致谢 | 第62-63页 |
| Published and completed papers during the study for master degree | 第63页 |
