This paper studies the parameter estimation problem for Ornstein-Uhlenbeck stochastic volatility models driven by Lévy processes. Estimation is regarded as the principal challenge in applying these models since they were proposed by Barndorff-Nielsen and Shephard [<italic>J. R. Stat. Soc. Ser. B</italic>, 2001,...

Applying the technique of smoothed perturbation analysis (SPA) to the GI/G/m queue with first-come, first-served (FCFS) queue discipline, we derive sample path estimators for the second derivative of mean steady-state system time with respect to a parameter of the service time distribution. Such...