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<abstract><p>This paper is concerned with $ L_{\infty} $-norm minimum distance estimation for stochastic differential equations driven by small fractional Lévy noise. By applying the Gronwall-Bellman lemma, Chebyshev's inequality and Taylor's formula, the minimum distance estimator is established and the consistency and asymptotic distribution of the estimator are derived when a small dispersion coefficient $ \varepsilon\rightarrow 0 $.</p></abstract>