Let ψ(x,t) = g(x − t), x ∈ R,t ∈ R where g(x) is an absolutely continuous, bounded, and skew-symmetric function. Show that (5.3) can be incorporated for the estimation of θ in Problem 5.2.1. What...

Let ψ(x,t) = g(x − t), x ∈ R,t ∈ R where g(x) is an absolutely continuous, bounded, and skew-symmetric function. Show that (5.3) can be incorporated for the estimation of θ in Problem 5.2.1. What happens when g(−x) = −g(x) for all x, where g(0+) 6= 0? Can [A1]–[A2] be modified to include such a jump discontinuity of ψ(.)?