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Applications of a formula for the variance function of a stochastic process

Statistics \& Probability Letters, 43(2): 123--130, 1999.
Authors: Ruzong Fan and Kenneth Lange and Edsel Pe{\~n}a
URL: http://www.sciencedirect.com/science/article/B6V1D-3WCYG0Y-3/1/6b24db4a18a2b15baaeb90c9c818ed95
Tags: Compensator
| URL | BibTeX  
@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},
keywords = {Compensator }
}