A note on the central limit theorem for the idleness process in a one-sided reflected Ornstein–Uhlenbeck model
| Authors |
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| Publication date |
2017
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| Journal |
Statistica Neerlandica
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| Volume | Issue number |
71 | 3
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| Pages (from-to) |
225-235
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| Organisations |
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Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
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Faculty of Science (FNWI)
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| Abstract |
In this short communication, we present a (functional) central limit theorem for the idleness process of a one-sided reflected Ornstein–Uhlenbeck proces.
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| Document type |
Article
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| Language |
English
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| Published at |
https://doi.org/10.1111/stan.12108
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| Other links |
https://www.scopus.com/pages/publications/85018261808
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