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

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  • Michel Mandjes
  • Peter Spreij

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  • Michel Mandjes & Peter Spreij, 2017. "A note on the central limit theorem for the idleness process in a one-sided reflected Ornstein–Uhlenbeck model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 71(3), pages 225-235, August.
    • Handle: RePEc:bla:stanee:v:71:y:2017:i:3:p:225-235
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    File URL: http://hdl.handle.net/10.1111/stan.12108
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    References listed on IDEAS

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    1. Gang Huang & Michel Mandjes & Peter Spreij, 2014. "Limit theorems for reflected Ornstein–Uhlenbeck processes," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 68(1), pages 25-42, February.
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    Cited by:

    1. Hui Jiang & Qingshan Yang, 2022. "Moderate Deviations for Drift Parameter Estimations in Reflected Ornstein–Uhlenbeck Process," Journal of Theoretical Probability, Springer, vol. 35(2), pages 1262-1283, June.

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    2. Hui Jiang & Qingshan Yang, 2022. "Moderate Deviations for Drift Parameter Estimations in Reflected Ornstein–Uhlenbeck Process," Journal of Theoretical Probability, Springer, vol. 35(2), pages 1262-1283, June.

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