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On the characteristic functional of a doubly stochastic Poisson process: Application to a narrow-band process

✍ Scribed by P.R. Bouzas; M.J. Valderrama; A.M. Aguilera


Book ID
108056829
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
185 KB
Volume
30
Category
Article
ISSN
0307-904X

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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