Berry-Esseen bounds for wavelet estimator in semiparametric regression model with linear process errors
نویسندگان
چکیده
* Correspondence: lym1019@163. com Department of Mathematics, Shangrao Normal University, Shangrao 334001, China Full list of author information is available at the end of the article Abstract Consider the semiparametric regression model Yi = xi b + g (ti) + εi, i = 1, . . . , n, where the linear process errors εi = ∑∞ j=−∞ ajei−j with ∑∞ j=−∞ ∣∣aj∣∣ < ∞ , and {ei} are identically distributed and strong mixing innovations with zero mean. Under appropriate conditions, the Berry-Esseen type bounds of wavelet estimators for b and g(·) are established. Our results obtained generalize the results of nonparametric regression model by Li et al. to semiparametric regression model. Mathematical Subject Classification: 62G05; 62G08.
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