Acta mathematica scientia,Series A

   

Berry-Esseen bound of wavelet estimator for regression model with linear process errors generated by LENQD sequence

LI Yong-Ming , ,   

  • Received:2022-06-06 Revised:2023-01-12 Published:2023-04-12
  • Contact: LI Yong-Ming
  • Supported by:
    National Natural Science Foundation of China;Key Project of Jiangxi Provincial Natural Science Foundation;Guangdong Provincial Natural Science Foundation;Shangrao Science and Technology Talent Plan

Abstract: Based on linear process random errors generated by a LENQD random sequence, the wavelet estimator of nonparametric fixed design regression model is considered.By the characteristic function inequality and moment inequality of LENQD random sequence, the Berry-Esseen bounds of the wavelet estimator for unknown regression function are obtained. And by choosing some suitable constants, their bounds can reach $O(n^{-\frac{1}{6}})$.

Key words: Fixed design regression, Linear process random errors, LENQD random sequence, Wavelet estimator, Berry-Esseen bound

CLC Number: 

  • O212.7
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