Variance and Covariance Analyses for Unbalanced Classifications
نویسندگان
چکیده
منابع مشابه
Variance and Covariance Processes
In this section, we motivate the construction of variance and covariance processes for continuous local martingales, which is crucial in the construction of stochastic integrals w.r.t. continuous local martingales as we shall see. In this section, unless otherwise specified, we fix a Brownian motion Bt and a filtration {Ft} such that: 1. For each t, Bt is Ft-measurable. 2. For and s ≤ t, the ra...
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ژورنال
عنوان ژورنال: Biometrics
سال: 1957
ISSN: 0006-341X
DOI: 10.2307/2527919