The Berry-Esseen bounds of wavelet estimator for regression model whose errors form a linear process with a ρ-mixing

被引:6
作者
Ding, Liwang [1 ]
Li, Yongming [2 ]
机构
[1] Guangxi Univ Finance & Econ, Sch Informat & Stat, Nanning 530003, Peoples R China
[2] Shangrao Normal Univ, Sch Math & Comp Sci, Shangrao 334001, Peoples R China
基金
中国国家自然科学基金;
关键词
wavelet estimator; rho-mixing; Berry-Esseen bound; linear process;
D O I
10.1186/s13660-016-1036-x
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, considering the nonparametric regression model Y-ni = g(t(i)) + epsilon(i) (1 <= i <= n), where epsilon(i) = Sigma(infinity)(j=-infinity) a(j)e(i-j) and e(i-j) are identically distributed and rho-mixing sequences. This paper obtains the Berry-Esseen bounds of the wavelet estimator of g(.), the rates of the normal approximation are shown as O(n(-1/6)) under certain conditions.
引用
收藏
页数:12
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