Small perturbations of Gaussian regressors

DOI10.1016/0167-7152(94)00144-WzbMath0831.62064OpenAlexW2022642691MaRDI QIDQ1897089

Włdozmierz Smoleński, Annie Millet

Publication date: 13 February 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00144-w

zbMATH Keywords

noiseGaussian processreproducing kernel Hilbert spacesconditional expectationregressionBanach-valued Gaussian random vector

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probability theory on linear topological spaces (60B11) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (1)

Robust parameter estimation for stochastic differential equations

Cites Work

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• Expansions of \(E(X| Y+\epsilon X)\) and their applications to the analysis of elliptically contoured measures
• On the approximation of measurable linear functionals
• Characterization of the law of the iterated logarithm in Banach spaces
• On the stability problem for conditional expectation
• Some results of probability measures on linear topological vector spaces with an application to Strassen's log log law
• Gaussian measures in Banach spaces
• Can the first two conditional moments identify a mean square differentiable process?
• Linear sample spaces and stable processes
• Gaussian radon measures on locally convex spaces.

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