Abstract
In this paper, we consider the nonparametric regression model Y ni = g ( t ni ) + ϵ i ( 1 ≤ i ≤ n ), where ϵ i = ∑ j = − ∞ ∞ a j e i − j and e i are identically distributed and asymptotically negatively associated (ANA or ρ − , for short) sequences. This paper obtains the Berry-Esseen bounds of the wavelet estimator of g ( ⋅ ) , and the rate of the normal approximation is shown as O ( n − 1 / 4 ) under certain conditions. Finally, the simulation study is provided to verify the validity of the theoretical results.
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