Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein–Uhlenbeck processes

Reflected Ornstein–Uhlenbeck process is a process that returns continuously and immediately to the interior of the state space when it attains a certain boundary. This work aims at the study of asymptotic behaviour of parametric estimator for nonstationary reflected Ornstein–Uhlenbeck processes, including a limiting theorem, strong consistency, and asymptotic distribution. We focus on the further investigation of asymptotic distribution of parametric estimation for ergodic case.