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

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

Verfasser: Mandjes, Michel
Dokumenttyp: Artikel
Reihe/Periodikum: Statistica Neerlandica
Verlag/Hrsg.: Oxford, Blackwell
Sprache: Englisch
ISSN: 0039-0402
Weitere Identifikatoren: doi: 10.1111/stan.12108
Permalink: https://search.fid-benelux.de/Record/olc-benelux-1995873624
URL: NULL
NULL
Datenquelle: Online Contents Benelux; Originalkatalog
Powered By: Verbundzentrale des GBV (VZG)
Link(s) : http://dx.doi.org/10.1111/stan.12108
http://dx.doi.org/10.1111/stan.12108