Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors

Yongming Li, Chengdong Wei and Guodong Xing

Statistics & Probability Letters, 2011, vol. 81, issue 1, 103-110

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 [phi]-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.

Keywords: Wavelet; estimator; Berry-Esseen; bound; Linear; process; [phi]-mixing (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (3)

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