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

*Correspondence: [email protected] 1School of Information and Statistics, Guangxi University of Finance and Economics, Nanning, 530003, P.R. China Full list of author information is available at the end of the article Abstract In this paper, considering the nonparametric regression model Yni = g(ti) + εi (1≤ i≤ n), where εi =∑∞j=–∞ ajei–j and ei–j are identically distributed and ρ-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.