From Redner, Walker 1984
Theorem 5.2. Suppose that the Fisher information matrix I(Φ) is positive definite at the true parameter Φ∗ and that Φ∗=(α∗1,…,α∗m,ϕ∗1,…,ϕ∗m) is such that α∗i>0 for i=1,…,m. For Φ(0)∈Ω, denote by {Φ(j)}j=0,1,2,… the sequence in Ω generated by the EM iteration. Then with probability 1, whenever N is sufficiently large, the unique strongly consistent solution ΦN=(αN1,…,αNm,ϕN1,…,ϕNm) of the likelihood equations is well defined and there is a certain norm on Ω in which {Φ(j)}j=0,1,2,… converges linearly to ΦN whenever Φ(0) is sufficiently near ΦN, i.e. there is a constant 0≤λ<1, for which
‖Φ(j+1)−ΦN‖≤λ‖Φ(j)−ΦN‖,j=0,1,2,… whenever Φ(0) is sufficiently near ΦN.
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