Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors |
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| Authors: | Yongming Li Chengdong Wei |
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| Affiliation: | a Department of Mathematics, Shangrao Normal University, Shangrao, Jiangxi 334001, PR Chinab School of Mathematical Science, Guangxi Teachers Education University, Nanning, Guangxi 530004, PR Chinac Department of Mathematics, Hunan University of Science and Engineering, Yongzhou, Hunan 425100, PR China |
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| Abstract: | In this paper, we derive the Berry-Esseen bounds of the wavelet estimator for a nonparametric regression model with linear process errors generated by φ-mixing sequences. As application, by the suitable choice of some constants, the convergence rate O(n−1/6) of uniformly asymptotic normality of the wavelet estimator is obtained. Our results generalize some known results in the literature. |
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| Keywords: | 62E20 62G08 62G05 |
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