We prove some efficient inference results concerning estimation of a Ornstein-Uhlenbeck regression model, which is driven by a non-Gaussian stable Levy process and where the output process is observed at high-frequency over a fixed time period. Local asymptotics for the likelihood function is presented, followed by a way to construct an asymptotically efficient estimator through a suboptimal yet very simple preliminary estimator.

翻译：在Ornstein-Uhlenbeck回归模型的估算方面,我们证明了一些有效的推论结果,该模型是由非加盟稳定的利维进程驱动的,在固定的时期内高频中观测产出过程。 提出了可能性功能的局部抑制因素,然后通过一个亚优但非常简单的初步估测器来构建一个非现效的估测器。