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arXiv · 1601.05653

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

Michel Mandjes·Peter Spreij
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Abstract

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

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Michel Mandjes, Peter Spreij. 2016-01-21. A note on the central limit theorem for a one-sided reflected Ornstein-Uhlenbeck process. https://doi.org/10.1111/stan.12108

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