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Thread: How to show the MLE is weak consistent?

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    Question How to show the MLE is weak consistent?




    Consider the model: Yt=at/T+et, t=0,...,T-1
    e0,...,eT-1 be iid N(o,σ2)
    θ=[a σ2]' both parameters unknown

    part (a) of the question asks to find the CRLB for the variances of unbiased estimators of τ(θ) and I managed to find the CRLB. part (b) asks to show that the MLE of a is weakly consistent. I'm not sure how to do that....
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