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

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.

MoreLess

Year of publication:	2011
Authors:	Li, Yongming ; Wei, Chengdong ; Xing, Guodong
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 1, p. 103-110
Publisher:	Elsevier
Keywords:	Wavelet estimator Berry-Esseen bound Linear process [phi]-mixing

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008868867