Wavelet analysis has been found to be a powerful tool in many areas of mathematics and statistic.
In this paper, we discuss in detail wavelet transformation and semi parametric regression function estimator
with correlated Gaussian errors based on wavelet shrinkage.
The convergence ratio of giving estimator is investigated.
Also, it is shown that this estimator has better performance than the kernel estimator.
At the end, experimental results are illustrated based on the real data set by example.