Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples

Consider the wavelet estimator of a nonparametric fixed design regression function when errors are strictly stationary and associated random variables. We establish pointwise weak consistency and uniformly asymptotic normality of wavelet estimator of regression function. We give rates of uniformly asymptotic normality for associated samples. The rates are near n−1/4 and n−1/6 when their third moments are finite for NA and PA cases, respectively.