关键词: 强相合性, &rho, 小波估计, 混合序列, 渐近正态性

Abstract: By using methods of truncation and largeblocks or smallblocks, we considered the asymptotic properties of the wavelet estimator for ρmixing sequence in the nonparametric regression model, and obtained the strong consistency and the asymptotic normality of the wavelet estimator of g(·).

Key words: asymptotic normality, ρmixing sequence, strong consistency, wavelet estimator