You’re right, it’s supposed to be
where is the prefix of of length . The formula in the post is written for the special case where the momentary loss only depends on the last observation, but it should been stated in full generality.
You’re right, it’s supposed to be
where is the prefix of of length . The formula in the post is written for the special case where the momentary loss only depends on the last observation, but it should been stated in full generality.