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

Giorno

Gı¯hman

Glynn

Huang

Lions

Shiryayev

Srikant

Ward

Zhang

English

arXiv

Mandjes, M.

Spreij, P.

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

International Migration, Integration and Social Cohesion online publications

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

Mandjes, Michel

Spreij, Peter

arXiv.org e-Print Archive