Suppose a sequence of M-estimators $\hat{\theta}_n$ satisfies $\sum_{i=1}^n \psi(X_i, \hat{\theta}_n) = 0$. In a misspecified model, the asymptotic variance of $\sqrt{n}(\hat{\theta}_n - \theta^*)$ is given by the sandwich estimator $A^{-1} B A^{-1}$. What do the matrices $A$ and $B$ represent?