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Small perturbations of Gaussian regressors

Author

Listed:
  • Millet, Annie
  • Smolenski, Wlodzmierz

Abstract

We investigate the asymptotic behaviour as [epsilon] --> 0 of the conditional expectation of X given the sum of a Gaussian stochastic process Y and an independent small noise [epsilon]Z.

Suggested Citation

  • Millet, Annie & Smolenski, Wlodzmierz, 1995. "Small perturbations of Gaussian regressors," Statistics & Probability Letters, Elsevier, vol. 24(1), pages 21-31, July.
    • Handle: RePEc:eee:stapro:v:24:y:1995:i:1:p:21-31
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    References listed on IDEAS

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    1. Bryc, Wlodzimierz & Smolenski, Wlodzimierz, 1992. "On the stability problem for conditional expectation," Statistics & Probability Letters, Elsevier, vol. 15(1), pages 41-46, September.
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