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

被引：5

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

来源：

JOURNAL OF INEQUALITIES AND APPLICATIONS | 2016年

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

页数：12

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