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 |
| Journal | Statistica Neerlandica |
| Volume | Issue number | 71 | 3 |
| Pages (from-to) | 225-235 |
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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. |
| Document type | Article |
| Language | English |
| Published at |
https://doi.org/10.1111/stan.12108
(Final published version)
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