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Preliminary estimation of the form of the distribution function for a stochastic process

✍ Scribed by A. V. Blokhin


Publisher
Springer US
Year
1975
Tongue
English
Weight
135 KB
Volume
18
Category
Article
ISSN
0543-1972

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Applications of a formula for the varian
✍ Ruzong Fan; Kenneth Lange; Edsel PeΓ±a πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 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