docs(wiki): document O(1) regression update and long-stream sum reseed (R2, R7)

Three indicator pages get a short follow-up paragraph that surfaces an
internal implementation detail the audit findings made user-visible:

- `Indicator-LinearRegression.md` gains a "Complexity" section explaining
  the O(1) update (precomputed `Σx`, `Σxx`; incrementally slid `Σy`,
  `Σxy` via the closed-form sliding identity), and the existing
  "Reset" bullet mentions the additional running accumulators. The same
  story applies to `LinRegSlope` and `LinRegAngle` (the page now links
  to both rather than repeating the derivation three times).

- `Indicator-Sma.md` and `Indicator-BollingerBands.md` mention the
  periodic reseed (`16 · period` updates) that caps floating-point
  drift on long-running streams. Amortised cost is still O(1) and the
  user-facing behaviour on benign inputs is unchanged.

No behavioural claim, no API claim, no example changes — just narrative
catching up with the implementation.

docs/wiki/indicators/volatility-bands/Indicator-BollingerBands.md

@@ -31,7 +31,11 @@ lower  = mean - multiplier * stddev
 
 Wickra computes `var` from the streaming sums `Σ x` and `Σ x²` as
 `Σx²/n - (Σx/n)²` and clamps to `0.0` to absorb catastrophic cancellation on
-near-constant inputs (`crates/wickra-core/src/indicators/bollinger.rs:82`).
+near-constant inputs (`crates/wickra-core/src/indicators/bollinger.rs`). On
+long-running streams the running `Σ x` and `Σ x²` are reseeded from the live
+window every `16 · period` updates — amortised O(1), bounds the cancellation
+drift to roughly `16 · period · ULP · max(|x|²)` (sub-picodollar on
+real-world price scales).
 
 ## Parameters