Title of article :
Applications of a formula for the variance function of a stochastic process
Author/Authors :
Ruzong Fan، نويسنده , , Kenneth Lange، نويسنده , , Edsel Pe?a، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 1999
Keywords :
Over- and underdispersion , Martingale , Point process , Cumulative damage model , It^oיs formula , compensator , Di usion process
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters