Variance of partial sums of stationary sequences
Reference
Deligiannidis, G. and Utev, S.A. (2011) ‘Asymptotic variance of the self-intersections of stable random walks using Darboux-Wiener theory’, Siberian Mathematical Journal, 52(4), pp. 639–650.
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Author
![]() | Dr. Georgios Deligiannidis |