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Let \\({\\hat \\mu}{}_ N\\) (the M.L. estimator of \\(\\mu^*)\\) be assumed to belong to an appropriate compact \\(D\\subset R^{p+q}\\); the tail condition is that for any \\(c>0:\\)  \\[  \\sum^{\\infty}_{N=1}{}_{\\mu^*\\in D}P[N^{1/2}| {\\hat \\mu}_ N-\\mu^*| >c \\ln N]<\\infty \\]  holds. The author presents here a significantly simplified proof of a result on the martingale approximation of the estimation parameter error. The proof is a carefull reexamination of a standard technique (linearization around the estimator \\({\\hat \\mu}{}_ N)\\) combined with inequalities-recently published by L. Gerencser - for a class of mixing processes. 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