Asymptotic normality of wavelet estimator in heteroscedastic regression model

The following heteroscedastic regression model Yi = g(xi) + σiei (1 ≤ i ≤ n) is considered, where it is assumed that σi2 = f(ui), the design points (xi, ui) are known and nonrandom, g and f are unknown functions. Under the unobservable disturbance ei form martingale differences, the asymptotic normality of wavelet estimators of g with f being known or unknown function is studied.