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?. and A. , We denote F = {F k } k?0 the increasing family of ?-algebras generated by the random variables s 0 , z 1 , z 2 , · · · , z k . We assume the following conditions: ? (M1') The parameter space ? is an open subset of R p . The individual complete data likelihood function is given for all i = 1, Appendix It is assumed that the random variables s 0 , z 1 , z 2 , · · · are defined on the same probability space

, Define for each i L i : S i × ? ? R as L i (s i ; ?) ?? i (?) + s i , ? i (?) . The functions ? i and ? i are twice continuously differentiable on ?, ? (M2')