Applications of a formula for the varian
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Ruzong Fan; Kenneth Lange; Edsel PeΓ±a
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Article
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1999
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Elsevier Science
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English
β 104 KB
This paper uses ItΓ΄'s formula to obtain a representation of the variance function of a class of stochastic processes having right continuous paths with left limits. The representation allows one to generalize recent results of Ball and Faddy concerning over-and under-dispersion of pure birth process