A note on the central limit theorem for the idleness process in a one-sided reflected Ornstein-Uhlenbeck model

作者：Mandjes Michel; Spreij Peter^*

来源：Statistica Neerlandica, 2017, 71(3): 225-235.

DOI：10.1111/stan.12108

• Ornstein-Uhlenbeck processes
• reflection
• idleness process
• central limit theorems

In this short communication, we present a (functional) central limit theorem for the idleness process of a one-sided reflected Ornstein-Uhlenbeck proces.

• 出版日期2017-8