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YULE’S “NONSENSE CORRELATION” SOLVED!

YULE’S “NONSENSE CORRELATION” SOLVED! 1793 2. A few results needed for obtaining the distribution of θ. In Section 2.1, we rewrite θ in an alternate form that will be useful in Section 3. The alternate form involves stochastic integrals rather than integrals of a Wiener process itself.

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