Article ID Journal Published Year Pages File Type
1153664 Statistics & Probability Letters 2011 8 Pages PDF
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 φφ-mixing sequences. As application, by the suitable choice of some constants, the convergence rate O(n−1/6)O(n−1/6) of uniformly asymptotic normality of the wavelet estimator is obtained. Our results generalize some known results in the literature.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
, , ,