A 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. It is an extended model of the traditional Ornstein-Uhlenbeck process being extensively used in finance as a one-factor short-term interest rate model. Under some mild conditions, this paper is devoted to the study of the analogue of the Cramer-Rao lower bound of a general class of parameter estimation of the unknown parameter in reflected Ornstein-Uhlenbeck processes.
"A general lower bound of parameter estimation for reflected Ornstein-Uhlenbeck processes." J. Appl. Probab. 53 (1) 22 - 32, March 2016.