#StackBounty: #asymptotics #iid #delta-method Does a version of the Delta Method exist for non-i.i.d. sequences?

Bounty: 150

I have a sequence of random variables that are non-independent, but usually identically distributed. I am wondering if a version of the Delta Method exists under the case when I only have that the data is identically distributed. If so, would there also be cases where it may hold when the sequence is neither independent nor identically distributed? Thanks.

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