Timeline for Show that $\mbox{Var}(\sum_{k=0}^{\infty} \delta\{L_{t-k} > k\}) \leq \mbox{Var}(L)$
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 24, 2017 at 20:25 | comment | added | HolyMonk | Nice, didn't think of that trick with $X_0$ | |
| Jan 24, 2017 at 20:24 | vote | accept | HolyMonk | ||
| Jan 24, 2017 at 19:43 | history | answered | Ori Gurel-Gurevich | CC BY-SA 3.0 |