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Recovery of the correlation function for a stationary case of a discrete-time stochastic process

✍ Scribed by V. G. Nikitin; L. G. Chubakov


Publisher
Springer US
Year
1995
Tongue
English
Weight
160 KB
Volume
74
Category
Article
ISSN
1573-8795

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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