@article{Fan1999b, title = {Applications of a formula for the variance function of a stochastic process}, author = {Ruzong Fan and Kenneth Lange and Edsel Pe{\~n}a}, day = {15}, journal = {Statistics \& Probability Letters}, month = {Jun}, number = {2}, pages = {123--130}, url = {http://www.sciencedirect.com/science/article/B6V1D-3WCYG0Y-3/1/6b24db4a18a2b15baaeb90c9c818ed95}, volume = {43}, year = {1999}, biburl = {http://www.bibsonomy.org/bibtex/2490964570961c86acf5394f68c17b1bd/smicha}, keywords = {Compensator } }