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

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

Abstract In this paper, considering the nonparametric regression model Y n i = g ( t i ) + ε i $Y_{ni}=g(t_{i})+\varepsilon_{i}$ ( 1 ≤ i ≤ n $1\leq i\leq n$ ), where ε i = ∑ j = − ∞ ∞ a j e i − j $\varepsilon_{i}=\sum_{j=-\infty}^{\infty}a_{j}e_{i-j}$ and e i − j $e_{i-j}$ are identically distribute...

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Bibliographic Details
Main Authors: Liwang Ding, Yongming Li
Format: Article
Language:English
Published: SpringerOpen 2016-03-01
Series:Journal of Inequalities and Applications
Subjects:
wavelet estimator
ρ-mixing
Berry-Esseen bound
linear process
Online Access:http://link.springer.com/article/10.1186/s13660-016-1036-x

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