VHDL Delimiter Character
Since answers should be written as answers and not comments, I'll summarize here:

IEEE Std 1076-2008, section 15.7 - String literals


  A string literal has a value that is a sequence of character values corresponding to the graphic characters of the string literal apart from the quotation mark itself. If a quotation mark value is to be represented in the sequence of character values, then a pair of adjacent quotation marks shall be written at the corresponding place within the string literal. ... The length of a string literal is the number of character values in the sequence represented."


For example:

constant AT_WKMOD: string (1 to 15) := "AT+WKMOD=""SMS""" &amp; CR;


As an alternative, you can always create a string by concatenation, "AT+WKMOD=" &amp; '"' &amp; "SMS" &amp; '"' &amp; CR; as you are already doing with CR. Note '"' is a character literal, i.e. a " enclosed in a pair of 's.