Abstract
The asymptotic behaviors for estimators of the drift parameters in the Ornstein-Uhlenbeck process driven by small symmetric α-stable motion are studied in this paper. Based on the discrete observations, the conditional least squares estimators(CLSEs) of all the parameters involved in the Ornstein–Uhlenbeck process are proposed. We establish the consistency and the asymptotic distributions of our estimators as ε goes to 0 and n goes to ∞ simultaneously.