ABSTRACT
For the heteroscedastic regression model , where
,
are known to be nonrandom design points,
and
are defined on the closed interval [0,1]. When
is known, we investigate the Berry–Esseen type bounds for wavelet estimators of β and
under
are identically distributed ϕ-mixing random errors, when
is unknown, the Berry–Esseen type bounds for wavelet estimators of β,
and
established under
are independent random errors.